+47.6%
SOFI vs PFG
+184.4%
-136.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | 0.0% |
| 7D | +5.6% | +6.0% | -0.4% | +0.6% |
| 30D | -2.0% | +2.2% | -4.2% | -3.9% |
| 3M | +9.2% | +10.4% | -1.2% | 0.0% |
| 6M | -4.7% | +27.8% | -32.5% | -22.7% |
| YTD | -31.2% | +33.6% | -64.9% | -46.5% |
| 1Y | -30.6% | +49.3% | -79.9% | -51.1% |
| 3Y | +110.6% | +69.7% | +40.9% | +38.3% |
| 5Y | +16.4% | +111.3% | -94.9% | -30.1% |
| All | +47.6% | +184.4% | -136.8% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling