-28.2%
SOFI vs PTC
-33.3%
+5.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.5% | +0.5% |
| 7D | +0.9% | -10.3% | +11.2% | +4.6% |
| 30D | -0.2% | +1.1% | -1.3% | -0.8% |
| 3M | +6.2% | +1.6% | +4.6% | +5.9% |
| 6M | -2.6% | -13.5% | +10.9% | +9.0% |
| YTD | -30.4% | -19.1% | -11.4% | -16.2% |
| 1Y | -28.2% | -33.9% | +5.7% | +4.3% |
| All | -28.2% | -33.3% | +5.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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