+138.0%
PM vs SOUN
-60.0%
+198.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.2% | +1.2% |
| 7D | +0.5% | -15.1% | +15.6% | +0.5% |
| 30D | -3.2% | -23.0% | +19.7% | -3.3% |
| 3M | +6.2% | -53.3% | +59.6% | +6.0% |
| 6M | +7.7% | -58.6% | +66.2% | +7.4% |
| YTD | +27.3% | -65.0% | +92.3% | +27.0% |
| 1Y | +32.8% | -71.4% | +104.2% | +32.4% |
| 3Y | +150.0% | +75.4% | +74.6% | +148.9% |
| All | +138.0% | -60.0% | +198.0% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling