+33.4%
SOFI vs PRU
+107.6%
-74.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -6.4% | -2.8% | -3.6% | -4.2% |
| 30D | +6.8% | +8.5% | -1.7% | +0.1% |
| 3M | -9.5% | +1.7% | -11.3% | -10.8% |
| 6M | +0.1% | +24.8% | -24.7% | -16.4% |
| YTD | -37.9% | +13.3% | -51.1% | -44.0% |
| 1Y | -47.4% | +21.4% | -68.8% | -55.3% |
| 3Y | +134.4% | +54.8% | +79.7% | +72.9% |
| 5Y | -29.2% | +42.4% | -71.5% | -45.0% |
| All | +33.4% | +107.6% | -74.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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