+15.4%
SOFI vs PFGC
+110.3%
-94.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.9% |
| 7D | -4.9% | -4.8% | -0.2% | -1.9% |
| 30D | -3.5% | -12.5% | +9.1% | +5.0% |
| 3M | +3.9% | -9.7% | +13.6% | +9.9% |
| 6M | -6.5% | +7.0% | -13.5% | -12.2% |
| YTD | -33.8% | +4.5% | -38.3% | -38.0% |
| 1Y | -33.3% | -11.6% | -21.7% | -30.0% |
| 3Y | +94.6% | +58.5% | +36.1% | +36.6% |
| All | +15.4% | +110.3% | -94.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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