-40.8%
SOFI vs PFE
+35.1%
-75.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.3% |
| 7D | +1.4% | +4.6% | -3.1% | +0.9% |
| 30D | +9.2% | +12.3% | -3.2% | +7.5% |
| 3M | -7.1% | +21.2% | -28.2% | -8.9% |
| 6M | +7.3% | +21.1% | -13.8% | +5.4% |
| YTD | -33.6% | +30.0% | -63.7% | -35.9% |
| 1Y | -40.8% | +35.6% | -76.4% | -45.3% |
| All | -40.8% | +35.1% | -75.9% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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