-28.7%
SOFI vs PCOR
-19.6%
-9.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | -3.3% | +22.7% | -26.0% | -16.2% |
| 30D | +3.5% | +37.5% | -34.0% | -16.8% |
| 3M | -10.4% | +35.2% | -45.6% | -28.2% |
| 6M | -0.6% | +42.2% | -42.8% | -24.6% |
| YTD | -38.1% | +3.6% | -41.6% | -44.1% |
| 1Y | -40.3% | -4.8% | -35.6% | -42.6% |
| 3Y | +116.4% | +48.3% | +68.1% | +44.3% |
| All | -28.7% | -19.6% | -9.1% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling