+42.0%
SOFI vs PGR
+162.0%
-120.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | -4.9% | -0.6% | -4.3% | -4.9% |
| 30D | -3.5% | +4.9% | -8.4% | -4.0% |
| 3M | +3.9% | +7.6% | -3.7% | +2.7% |
| 6M | -6.5% | +8.3% | -14.8% | -7.8% |
| YTD | -33.8% | +1.7% | -35.6% | -34.2% |
| 1Y | -33.3% | -6.8% | -26.4% | -32.7% |
| 3Y | +94.6% | +73.4% | +21.2% | +71.1% |
| 5Y | +13.3% | +161.2% | -147.9% | -3.0% |
| All | +42.0% | +162.0% | -120.0% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling