+16.4%
SOFI vs PRU
+45.5%
-29.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +0.8% |
| 7D | +5.6% | +1.9% | +3.7% | +3.9% |
| 30D | -2.0% | -0.4% | -1.6% | -1.7% |
| 3M | +9.2% | +16.4% | -7.3% | -5.2% |
| 6M | -4.7% | +26.0% | -30.7% | -23.3% |
| YTD | -31.2% | +9.9% | -41.1% | -37.3% |
| 1Y | -30.6% | +18.8% | -49.4% | -41.4% |
| 3Y | +110.6% | +45.3% | +65.3% | +52.8% |
| 5Y | +16.4% | +45.6% | -29.1% | -15.7% |
| All | +16.4% | +45.5% | -29.1% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling