+16.4%
SOFI vs PDD
-25.6%
+42.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | +5.6% | -4.1% | +9.7% | +6.7% |
| 30D | -2.0% | -13.1% | +11.1% | +1.2% |
| 3M | +9.2% | -3.5% | +12.6% | +9.7% |
| 6M | -4.7% | -21.8% | +17.1% | +0.3% |
| YTD | -31.2% | -29.7% | -1.5% | -25.7% |
| 1Y | -30.6% | -36.2% | +5.6% | -23.2% |
| 3Y | +110.6% | -16.4% | +127.0% | +101.3% |
| 5Y | +16.4% | -23.8% | +40.3% | +15.9% |
| All | +16.4% | -25.6% | +42.0% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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