+15.4%
SOFI vs PNR
-21.7%
+37.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -4.9% | -6.0% | +1.1% | +0.6% |
| 30D | -3.5% | -14.0% | +10.5% | +10.7% |
| 3M | +3.9% | -21.7% | +25.6% | +26.5% |
| 6M | -6.5% | -37.3% | +30.7% | +39.9% |
| YTD | -33.8% | -45.1% | +11.3% | +11.1% |
| 1Y | -33.3% | -49.1% | +15.8% | +21.7% |
| 3Y | +94.6% | -14.8% | +109.4% | +110.7% |
| All | +15.4% | -21.7% | +37.1% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling