-16.3%
SOUN vs PBR
+309.2%
-325.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.2% | -3.6% |
| 7D | -6.8% | +4.2% | -11.1% | -7.7% |
| 30D | -15.2% | +22.7% | -38.0% | -19.2% |
| 3M | -7.0% | +21.5% | -28.5% | -11.6% |
| 6M | -20.5% | +24.0% | -44.5% | -26.0% |
| YTD | -37.0% | +88.2% | -125.3% | -48.3% |
| 1Y | -55.3% | +74.8% | -130.1% | -62.6% |
| 3Y | +173.0% | +105.1% | +67.9% | +115.4% |
| All | -16.3% | +309.2% | -325.5% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling