+49.3%
SOFI vs PRU
+105.9%
-56.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.8% |
| 7D | +0.9% | +1.9% | -1.0% | -0.5% |
| 30D | -0.2% | +2.7% | -2.9% | -2.3% |
| 3M | +6.2% | +19.5% | -13.2% | -8.0% |
| 6M | -2.6% | +26.6% | -29.2% | -19.6% |
| YTD | -30.4% | +12.3% | -42.7% | -36.9% |
| 1Y | -28.2% | +18.0% | -46.3% | -37.6% |
| 3Y | +107.3% | +47.0% | +60.3% | +58.7% |
| 5Y | +20.2% | +48.4% | -28.2% | -6.5% |
| All | +49.3% | +105.9% | -56.5% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling