-40.8%
SOFI vs PNR
-31.2%
-9.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.0% |
| 7D | +1.4% | +11.9% | -10.5% | -4.2% |
| 30D | +9.2% | +37.1% | -28.0% | -6.2% |
| 3M | -7.1% | +5.7% | -12.8% | -11.3% |
| 6M | +7.3% | -5.7% | +13.0% | +6.9% |
| YTD | -33.6% | -29.8% | -3.8% | -26.3% |
| 1Y | -40.8% | -31.8% | -9.0% | -30.4% |
| All | -40.8% | -31.2% | -9.7% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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