-46.7%
SOFI vs PGR
+18.4%
-65.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.7% | -7.0% | -7.8% |
| 7D | -8.9% | +1.3% | -10.2% | -8.7% |
| 30D | +1.8% | +10.0% | -8.2% | +3.4% |
| 3M | -12.1% | +9.6% | -21.7% | -10.8% |
| 6M | +0.1% | +18.0% | -17.9% | +4.3% |
| YTD | -38.7% | +9.0% | -47.7% | -37.4% |
| 1Y | -46.7% | +18.8% | -65.5% | -44.4% |
| All | -46.7% | +18.4% | -65.1% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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