+94.7%
SOFI vs PFE
-1.6%
+96.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.7% | -3.8% |
| 7D | -2.9% | -4.3% | +1.4% | -2.0% |
| 30D | -4.4% | +2.7% | -7.1% | -4.8% |
| 3M | +5.2% | +10.0% | -4.8% | +3.4% |
| 6M | -7.8% | +7.2% | -14.9% | -8.9% |
| YTD | -33.8% | +17.3% | -51.1% | -36.0% |
| 1Y | -33.3% | +20.3% | -53.6% | -36.1% |
| All | +94.7% | -1.6% | +96.3% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling