+49.3%
SOFI vs PEP
+12.6%
+36.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | -0.2% | +0.2% | -0.4% | -0.2% |
| 3M | +6.2% | -1.1% | +7.4% | +6.2% |
| 6M | -2.6% | -13.5% | +10.9% | -2.1% |
| YTD | -30.4% | -1.2% | -29.2% | -30.8% |
| 1Y | -28.2% | -1.6% | -26.7% | -28.8% |
| 3Y | +107.3% | -12.5% | +119.8% | +106.9% |
| 5Y | +20.2% | +3.0% | +17.2% | +22.8% |
| All | +49.3% | +12.6% | +36.8% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling