+94.6%
SOFI vs PG
+2.5%
+92.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +1.0% |
| 7D | -4.9% | -0.8% | -4.1% | -5.1% |
| 30D | -3.5% | +0.8% | -4.3% | -3.3% |
| 3M | +3.9% | -1.3% | +5.2% | +3.7% |
| 6M | -6.5% | -3.8% | -2.7% | -7.3% |
| YTD | -33.8% | +3.6% | -37.5% | -33.4% |
| 1Y | -33.3% | -5.7% | -27.6% | -33.8% |
| 3Y | +94.6% | +1.6% | +93.0% | +88.0% |
| All | +94.6% | +2.5% | +92.1% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling