+16.4%
SOFI vs PLD
+16.6%
-0.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.9% |
| 7D | +5.6% | -0.9% | +6.5% | +6.3% |
| 30D | -2.0% | -1.2% | -0.8% | -1.0% |
| 3M | +9.2% | -2.3% | +11.5% | +10.0% |
| 6M | -4.7% | +4.5% | -9.2% | -9.8% |
| YTD | -31.2% | +10.1% | -41.3% | -38.2% |
| 1Y | -30.6% | +25.9% | -56.5% | -45.3% |
| 3Y | +110.6% | +24.4% | +86.2% | +66.7% |
| 5Y | +16.4% | +15.5% | +1.0% | -6.8% |
| All | +16.4% | +16.6% | -0.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 5y: compounded portfolio wealth divided by compounded PLD 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…
5y analysis · Full analysis span regression · 6 months rolling