+26.4%
SOFI vs PFE
+6.7%
+19.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | -4.9% | -1.7% | -3.2% | -4.6% |
| 30D | +8.4% | +0.3% | +8.1% | +8.4% |
| 3M | -16.3% | +9.4% | -25.7% | -17.6% |
| 6M | +0.7% | +14.9% | -14.2% | -1.7% |
| YTD | -41.1% | +23.8% | -64.9% | -43.4% |
| 1Y | -45.7% | +19.5% | -65.2% | -47.5% |
| 3Y | +119.0% | +21.0% | +98.0% | +107.6% |
| 5Y | -32.2% | -23.9% | -8.4% | -31.6% |
| All | +26.4% | +6.7% | +19.7% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling