+42.0%
SOFI vs PPG
-18.0%
+60.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -4.9% | -6.2% | +1.3% | -0.6% |
| 30D | -3.5% | -7.9% | +4.5% | +2.3% |
| 3M | +3.9% | -10.2% | +14.1% | +11.8% |
| 6M | -6.5% | +2.7% | -9.2% | -8.7% |
| YTD | -33.8% | +4.9% | -38.7% | -37.6% |
| 1Y | -33.3% | -3.2% | -30.1% | -33.5% |
| 3Y | +94.6% | -17.0% | +111.6% | +115.7% |
| 5Y | +13.3% | -23.3% | +36.6% | +19.6% |
| All | +42.0% | -18.0% | +60.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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