+94.6%
SOFI vs PEG
+31.8%
+62.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -4.9% | -0.9% | -4.1% | -4.3% |
| 30D | -3.5% | -3.7% | +0.3% | -1.0% |
| 3M | +3.9% | -7.3% | +11.2% | +9.0% |
| 6M | -6.5% | -10.5% | +3.9% | +0.1% |
| YTD | -33.8% | -7.5% | -26.3% | -31.6% |
| 1Y | -33.3% | -8.7% | -24.6% | -30.8% |
| 3Y | +94.6% | +31.4% | +63.2% | +54.0% |
| All | +94.6% | +31.8% | +62.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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