+42.0%
SOFI vs PFG
+187.2%
-145.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | -0.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.6% |
| 30D | -3.5% | +2.9% | -6.3% | -5.8% |
| 3M | +3.9% | +6.7% | -2.8% | -2.0% |
| 6M | -6.5% | +33.8% | -40.3% | -27.0% |
| YTD | -33.8% | +35.0% | -68.8% | -49.0% |
| 1Y | -33.3% | +46.4% | -79.7% | -52.1% |
| 3Y | +94.6% | +71.7% | +23.0% | +26.6% |
| 5Y | +13.3% | +113.7% | -100.4% | -32.6% |
| All | +42.0% | +187.2% | -145.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling