+112.6%
SOFI vs PCOR
-12.2%
+124.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | +0.7% |
| 7D | +0.9% | -9.0% | +9.8% | +6.0% |
| 30D | -0.2% | +4.2% | -4.3% | -2.7% |
| 3M | +6.2% | +14.4% | -8.2% | -2.5% |
| 6M | -2.6% | +0.2% | -2.7% | -5.9% |
| YTD | -30.4% | -20.3% | -10.2% | -23.7% |
| 1Y | -28.2% | -16.1% | -12.1% | -25.1% |
| All | +112.6% | -12.2% | +124.8% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling