+120.3%
PM vs SOUN
-25.7%
+145.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | -1.2% | -4.4% | +3.2% | -1.2% |
| 30D | -0.2% | -13.1% | +13.0% | -0.2% |
| 3M | +4.9% | -7.7% | +12.6% | +4.9% |
| 6M | +9.0% | -21.2% | +30.2% | +9.0% |
| YTD | +17.8% | -35.0% | +52.8% | +17.7% |
| 1Y | +16.8% | -56.4% | +73.2% | +16.7% |
| 3Y | +125.4% | +181.7% | -56.3% | +124.7% |
| All | +120.3% | -25.7% | +145.9% | +119.8% |
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