-33.3%
SOFI vs PFG
+49.5%
-82.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | 0.0% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -3.5% | +2.9% | -6.3% | -5.2% |
| 3M | +3.9% | +6.7% | -2.8% | -0.6% |
| 6M | -6.5% | +33.8% | -40.3% | -23.1% |
| YTD | -33.8% | +35.0% | -68.8% | -45.9% |
| 1Y | -33.3% | +46.4% | -79.7% | -49.5% |
| All | -33.3% | +49.5% | -82.8% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling