+26.4%
SOFI vs PENG
+145.3%
-118.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | +0.4% |
| 7D | -4.9% | +13.2% | -18.1% | -9.0% |
| 30D | +8.4% | -29.9% | +38.4% | +18.7% |
| 3M | -16.3% | -22.2% | +5.9% | -13.4% |
| 6M | +0.7% | -1.9% | +2.6% | -10.7% |
| YTD | -41.1% | +142.1% | -183.2% | -64.8% |
| 1Y | -45.7% | +151.5% | -197.2% | -68.1% |
| 3Y | +119.0% | +206.9% | -87.9% | +9.5% |
| 5Y | -32.2% | +58.2% | -90.5% | -61.6% |
| All | +26.4% | +145.3% | -118.9% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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