-24.4%
PFE vs SOUN
-55.6%
+31.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +0.5% |
| 7D | -0.7% | -6.1% | +5.4% | -0.6% |
| 30D | +5.3% | -28.2% | +33.5% | +5.8% |
| 3M | +10.1% | -48.1% | +58.2% | +11.0% |
| 6M | +18.0% | -56.4% | +74.4% | +19.1% |
| YTD | +25.8% | -61.2% | +87.0% | +27.0% |
| 1Y | +28.4% | -73.1% | +101.6% | +30.2% |
| 3Y | +20.9% | +116.2% | -95.3% | +20.1% |
| All | -24.4% | -55.6% | +31.2% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling