-40.8%
SOFI vs PG
+15.9%
-56.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +4.8% |
| 7D | +1.4% | +5.7% | -4.3% | +3.5% |
| 30D | +9.2% | +15.4% | -6.2% | +15.4% |
| 3M | -7.1% | +13.8% | -20.9% | -2.3% |
| 6M | +7.3% | +18.3% | -11.0% | +15.4% |
| YTD | -33.6% | +20.1% | -53.8% | -29.2% |
| 1Y | -40.8% | +17.0% | -57.8% | -38.8% |
| All | -40.8% | +15.9% | -56.7% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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