-40.8%
SOFI vs PPL
+1.0%
-41.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.4% | +1.8% | -0.4% | +1.6% |
| 30D | +9.2% | +8.4% | +0.8% | +10.5% |
| 3M | -7.1% | +2.4% | -9.4% | -6.7% |
| 6M | +7.3% | -4.0% | +11.2% | +7.5% |
| YTD | -33.6% | +4.5% | -38.1% | -34.5% |
| 1Y | -40.8% | +1.7% | -42.6% | -38.9% |
| All | -40.8% | +1.0% | -41.8% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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