+12.6%
SOFI vs PEP
+3.0%
+9.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.0% | -1.4% | -5.7% | -6.9% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | +8.4% | -4.3% | +12.7% | +8.7% |
| 6M | -5.9% | -13.2% | +7.3% | -4.7% |
| YTD | -34.3% | -1.9% | -32.4% | -34.8% |
| 1Y | -32.6% | -0.3% | -32.2% | -33.6% |
| 3Y | +101.3% | -13.6% | +114.9% | +103.0% |
| 5Y | +12.6% | +3.4% | +9.2% | +2.5% |
| All | +12.6% | +3.0% | +9.5% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling