+42.0%
SOFI vs PFGC
+100.1%
-58.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.1% |
| 7D | -2.9% | -3.7% | +0.9% | -0.8% |
| 30D | -4.4% | -16.0% | +11.6% | +4.9% |
| 3M | +5.2% | -4.1% | +9.4% | +6.9% |
| 6M | -7.8% | +8.7% | -16.5% | -13.2% |
| YTD | -33.8% | +6.4% | -40.2% | -37.8% |
| 1Y | -33.3% | -8.4% | -24.9% | -31.8% |
| 3Y | +102.7% | +61.8% | +40.9% | +51.5% |
| 5Y | +10.5% | +108.7% | -98.3% | -26.9% |
| All | +42.0% | +100.1% | -58.1% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling