-32.6%
SOFI vs PTC
-37.0%
+4.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -7.0% | -14.2% | +7.2% | -2.1% |
| 30D | -4.3% | -14.4% | +10.2% | +0.8% |
| 3M | +8.4% | -4.7% | +13.2% | +9.5% |
| 6M | -5.9% | -19.3% | +13.4% | +7.2% |
| YTD | -34.3% | -26.1% | -8.2% | -17.4% |
| 1Y | -32.6% | -37.1% | +4.5% | +5.9% |
| All | -32.6% | -37.0% | +4.4% | +5.9% |
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