+49.3%
SOFI vs PPL
+52.9%
-3.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.9% | +2.7% | -1.8% | -0.1% |
| 30D | -0.2% | +0.5% | -0.6% | -0.4% |
| 3M | +6.2% | +0.7% | +5.6% | +5.5% |
| 6M | -2.6% | -7.6% | +5.0% | 0.0% |
| YTD | -30.4% | +1.8% | -32.2% | -31.8% |
| 1Y | -28.2% | -0.8% | -27.5% | -28.9% |
| 3Y | +107.3% | +56.9% | +50.4% | +64.8% |
| 5Y | +20.2% | +39.5% | -19.3% | -2.6% |
| All | +49.3% | +52.9% | -3.5% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling