+42.0%
SOFI vs PEGA
-45.1%
+87.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | -0.1% |
| 7D | -4.9% | -3.0% | -1.9% | -3.5% |
| 30D | -3.5% | +15.9% | -19.4% | -10.7% |
| 3M | +3.9% | +10.8% | -7.0% | -3.9% |
| 6M | -6.5% | -16.5% | +10.0% | -0.2% |
| YTD | -33.8% | -39.0% | +5.2% | -18.3% |
| 1Y | -33.3% | -37.3% | +4.0% | -20.0% |
| 3Y | +94.6% | +59.2% | +35.4% | +21.9% |
| 5Y | +13.3% | -44.9% | +58.2% | +51.3% |
| All | +42.0% | -45.1% | +87.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling