-51.5%
SOFI vs PENG
+136.5%
-188.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.7% | -5.7% | -4.3% |
| 7D | -2.6% | +34.6% | -37.2% | -8.2% |
| 30D | +2.6% | -35.9% | +38.5% | +9.8% |
| 3M | -12.9% | -14.7% | +1.8% | -12.3% |
| 6M | -1.7% | +13.5% | -15.2% | -12.6% |
| YTD | -40.3% | +156.1% | -196.4% | -63.2% |
| 1Y | -51.5% | +141.3% | -192.8% | -69.1% |
| All | -51.5% | +136.5% | -188.0% | -69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling