-28.2%
SOFI vs PEP
-4.0%
-24.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -2.4% |
| 7D | +0.9% | -2.4% | +3.3% | -0.3% |
| 30D | -0.2% | -0.8% | +0.7% | -0.5% |
| 3M | +6.2% | -2.2% | +8.4% | +5.2% |
| 6M | -2.6% | -14.4% | +11.8% | -9.7% |
| YTD | -30.4% | -2.2% | -28.2% | -30.1% |
| 1Y | -28.2% | -2.6% | -25.6% | -29.3% |
| All | -28.2% | -4.0% | -24.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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