+12.6%
SOFI vs PFG
+108.9%
-96.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.5% |
| 7D | -7.0% | -3.0% | -4.0% | -4.3% |
| 30D | -4.3% | +2.5% | -6.8% | -6.6% |
| 3M | +8.4% | +6.1% | +2.4% | +1.9% |
| 6M | -5.9% | +31.3% | -37.2% | -28.1% |
| YTD | -34.3% | +33.6% | -67.8% | -50.9% |
| 1Y | -32.6% | +48.5% | -81.1% | -54.9% |
| 3Y | +101.3% | +69.6% | +31.7% | +21.6% |
| 5Y | +12.6% | +111.5% | -98.9% | -46.3% |
| All | +12.6% | +108.9% | -96.4% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling