+42.0%
SOFI vs PENG
+164.5%
-122.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -2.9% | +7.3% | -10.2% | -5.3% |
| 30D | -4.4% | -7.5% | +3.1% | -2.3% |
| 3M | +5.2% | -17.2% | +22.5% | +6.4% |
| 6M | -7.8% | +176.7% | -184.5% | -44.3% |
| YTD | -33.8% | +161.0% | -194.8% | -59.6% |
| 1Y | -33.3% | +108.8% | -142.1% | -56.0% |
| 3Y | +102.7% | +109.8% | -7.1% | +15.8% |
| 5Y | +10.5% | +111.7% | -101.3% | -40.5% |
| All | +42.0% | +164.5% | -122.4% | -46.9% |
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