-45.2%
SOUN vs PCOR
+43.1%
-88.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.3% |
| 7D | -2.6% | +22.7% | -25.3% | -12.9% |
| 30D | -27.0% | +37.5% | -64.5% | -38.5% |
| 3M | -41.9% | +35.2% | -77.1% | -50.9% |
| 6M | -56.1% | +42.2% | -98.4% | -64.3% |
| YTD | -58.8% | +3.6% | -62.3% | -61.0% |
| 1Y | -71.1% | -4.8% | -66.4% | -71.4% |
| 3Y | +130.9% | +48.3% | +82.6% | +79.0% |
| All | -45.2% | +43.1% | -88.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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