+47.6%
SOFI vs PEG
+53.5%
-5.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +5.6% | +1.0% | +4.6% | +5.1% |
| 30D | -2.0% | -1.9% | -0.1% | -1.2% |
| 3M | +9.2% | -3.7% | +12.8% | +10.8% |
| 6M | -4.7% | -9.4% | +4.7% | -0.6% |
| YTD | -31.2% | -6.0% | -25.2% | -29.9% |
| 1Y | -30.6% | -4.4% | -26.3% | -30.4% |
| 3Y | +110.6% | +33.5% | +77.1% | +91.7% |
| 5Y | +16.4% | +35.7% | -19.3% | +7.7% |
| All | +47.6% | +53.5% | -5.9% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling