+12.6%
SOFI vs PTC
+0.6%
+11.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -7.0% | -14.2% | +7.2% | +4.9% |
| 30D | -4.3% | -14.4% | +10.2% | +7.9% |
| 3M | +8.4% | -4.7% | +13.2% | +8.2% |
| 6M | -5.9% | -19.3% | +13.4% | +8.2% |
| YTD | -34.3% | -26.1% | -8.1% | -18.5% |
| 1Y | -32.6% | -37.1% | +4.5% | -1.9% |
| 3Y | +101.3% | -10.4% | +111.7% | +101.5% |
| 5Y | +12.6% | +2.5% | +10.1% | +2.8% |
| All | +12.6% | +0.6% | +11.9% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling