-33.3%
SOFI vs PRU
+16.8%
-50.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -2.7% |
| 7D | -2.9% | -1.9% | -1.0% | -1.5% |
| 30D | -4.4% | -2.6% | -1.8% | -2.7% |
| 3M | +5.2% | +14.7% | -9.5% | -4.7% |
| 6M | -7.8% | +25.7% | -33.5% | -22.4% |
| YTD | -33.8% | +8.3% | -42.1% | -38.7% |
| 1Y | -33.3% | +17.3% | -50.6% | -42.7% |
| All | -33.3% | +16.8% | -50.1% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling