+49.3%
SOFI vs PTC
+17.4%
+31.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.5% | +3.3% |
| 7D | +0.9% | -10.3% | +11.2% | +9.8% |
| 30D | -0.2% | +1.1% | -1.3% | -2.0% |
| 3M | +6.2% | +1.6% | +4.6% | +1.1% |
| 6M | -2.6% | -13.5% | +10.9% | +5.8% |
| YTD | -30.4% | -19.1% | -11.4% | -20.4% |
| 1Y | -28.2% | -33.9% | +5.7% | -0.8% |
| 3Y | +107.3% | -3.9% | +111.2% | +100.3% |
| 5Y | +20.2% | +6.0% | +14.1% | +6.1% |
| All | +49.3% | +17.4% | +31.9% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling