+41.1%
SOFI vs PNR
+15.3%
+25.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.5% |
| 7D | -7.0% | -5.5% | -1.5% | -2.4% |
| 30D | -4.3% | -15.6% | +11.3% | +10.6% |
| 3M | +8.4% | -20.2% | +28.6% | +28.5% |
| 6M | -5.9% | -36.6% | +30.7% | +36.2% |
| YTD | -34.3% | -45.0% | +10.7% | +6.7% |
| 1Y | -32.6% | -47.4% | +14.9% | +14.7% |
| 3Y | +101.3% | -13.7% | +115.0% | +119.6% |
| 5Y | +12.6% | -20.8% | +33.4% | +12.6% |
| All | +41.1% | +15.3% | +25.8% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling