+121.2%
PCAR vs SOUN
-60.0%
+181.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | +4.9% | -15.1% | +20.0% | +5.5% |
| 30D | -1.4% | -23.0% | +21.5% | -0.6% |
| 3M | -18.1% | -53.3% | +35.2% | -16.3% |
| 6M | -4.0% | -58.6% | +54.5% | -1.6% |
| YTD | -1.5% | -65.0% | +63.5% | +1.2% |
| 1Y | +13.2% | -71.4% | +84.6% | +16.8% |
| 3Y | +35.8% | +75.4% | -39.6% | +30.7% |
| All | +121.2% | -60.0% | +181.2% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling