+119.0%
SOFI vs PEGA
+46.3%
+72.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.8% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +8.4% | -4.1% | +12.6% | +9.6% |
| 3M | -16.3% | -2.8% | -13.5% | -16.1% |
| 6M | +0.7% | -0.4% | +1.2% | -1.2% |
| YTD | -41.1% | -45.4% | +4.3% | -28.2% |
| 1Y | -45.7% | -42.6% | -3.1% | -35.2% |
| 3Y | +119.0% | +45.4% | +73.6% | +76.1% |
| All | +119.0% | +46.3% | +72.7% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling