+28.1%
SOFI vs PPL
+54.6%
-26.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.8% |
| 7D | -2.6% | -2.2% | -0.4% | -1.8% |
| 30D | +2.6% | +1.7% | +0.9% | +1.9% |
| 3M | -12.9% | +0.1% | -13.0% | -13.1% |
| 6M | -1.7% | -1.5% | -0.2% | -1.6% |
| YTD | -40.3% | +3.0% | -43.3% | -41.8% |
| 1Y | -51.5% | -1.4% | -50.0% | -51.7% |
| 3Y | +125.2% | +53.5% | +71.7% | +80.7% |
| 5Y | -31.3% | +46.4% | -77.7% | -42.7% |
| All | +28.1% | +54.6% | -26.4% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling