+126.6%
PM vs SOUN
-28.2%
+154.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +4.7% | -7.1% | +11.8% | +4.7% |
| 30D | +2.6% | -15.4% | +18.0% | +2.6% |
| 3M | +6.6% | -10.6% | +17.1% | +6.6% |
| 6M | +16.5% | -19.6% | +36.1% | +16.5% |
| YTD | +21.2% | -37.2% | +58.4% | +21.1% |
| 1Y | +17.9% | -57.1% | +75.0% | +17.8% |
| 3Y | +129.8% | +178.2% | -48.4% | +129.1% |
| All | +126.6% | -28.2% | +154.8% | +126.1% |
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