+119.0%
SOFI vs PCOR
+50.0%
+69.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.6% |
| 7D | -4.9% | +3.0% | -7.9% | -6.4% |
| 30D | +8.4% | +38.7% | -30.2% | -10.2% |
| 3M | -16.3% | +24.9% | -41.2% | -27.1% |
| 6M | +0.7% | +68.8% | -68.1% | -27.4% |
| YTD | -41.1% | +6.7% | -47.8% | -45.1% |
| 1Y | -45.7% | +3.0% | -48.7% | -48.1% |
| 3Y | +119.0% | +48.6% | +70.4% | +46.7% |
| All | +119.0% | +50.0% | +69.0% | +46.7% |
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