+119.0%
SOFI vs PEP
-2.9%
+122.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.0% |
| 7D | -4.9% | +2.9% | -7.8% | -4.4% |
| 30D | +8.4% | +12.5% | -4.1% | +10.7% |
| 3M | -16.3% | +4.5% | -20.9% | -15.4% |
| 6M | +0.7% | -0.5% | +1.2% | +1.4% |
| YTD | -41.1% | +4.4% | -45.5% | -40.7% |
| 1Y | -45.7% | +4.4% | -50.0% | -45.3% |
| 3Y | +119.0% | -3.4% | +122.4% | +108.2% |
| All | +119.0% | -2.9% | +122.0% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling