+116.4%
SOFI vs PENG
+184.4%
-67.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +12.4% | -11.3% | -2.4% |
| 7D | -3.3% | -19.4% | +16.2% | +1.5% |
| 30D | +3.5% | -42.4% | +45.9% | +18.6% |
| 3M | -10.4% | -25.6% | +15.2% | -6.3% |
| 6M | -0.6% | +7.3% | -7.8% | -15.6% |
| YTD | -38.1% | +113.9% | -151.9% | -61.4% |
| 1Y | -40.3% | +93.6% | -133.9% | -61.3% |
| 3Y | +116.4% | +170.2% | -53.8% | -7.2% |
| All | +116.4% | +184.4% | -67.9% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling