+49.3%
SOFI vs PENG
+168.1%
-118.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -3.8% |
| 7D | +0.9% | +4.5% | -3.7% | -0.7% |
| 30D | -0.2% | -7.1% | +6.9% | +1.8% |
| 3M | +6.2% | -27.3% | +33.5% | +12.3% |
| 6M | -2.6% | +169.6% | -172.2% | -40.6% |
| YTD | -30.4% | +164.6% | -195.0% | -57.7% |
| 1Y | -28.2% | +109.5% | -137.7% | -52.7% |
| 3Y | +107.3% | +98.9% | +8.4% | +21.8% |
| 5Y | +20.2% | +116.3% | -96.1% | -35.7% |
| All | +49.3% | +168.1% | -118.8% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling