-16.5%
SOUN vs PBR
+305.7%
-322.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -7.1% | +5.4% | -12.5% | -8.2% |
| 30D | -15.4% | +22.9% | -38.3% | -19.4% |
| 3M | -10.6% | +19.6% | -30.2% | -14.7% |
| 6M | -19.6% | +16.5% | -36.1% | -23.8% |
| YTD | -37.2% | +86.7% | -123.9% | -48.4% |
| 1Y | -57.1% | +74.7% | -131.8% | -64.1% |
| 3Y | +178.2% | +102.6% | +75.6% | +120.1% |
| All | -16.5% | +305.7% | -322.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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