+450.9%
PWR vs SOUN
-28.2%
+479.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.5% | +5.2% |
| 7D | +4.2% | -7.1% | +11.3% | +4.6% |
| 30D | -4.0% | -15.4% | +11.4% | -3.1% |
| 3M | -4.8% | -10.6% | +5.8% | -4.3% |
| 6M | +14.6% | -19.6% | +34.3% | +15.3% |
| YTD | +54.2% | -37.2% | +91.4% | +57.0% |
| 1Y | +67.1% | -57.1% | +124.2% | +73.3% |
| 3Y | +218.5% | +178.2% | +40.2% | +195.2% |
| All | +450.9% | -28.2% | +479.1% | +403.9% |
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