+185.7%
SOUN vs PCOR
-17.1%
+202.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.6% | -0.8% |
| 7D | -4.1% | -6.9% | +2.8% | -0.3% |
| 30D | -18.1% | -1.5% | -16.5% | -17.8% |
| 3M | -12.3% | +18.5% | -30.8% | -21.6% |
| 6M | -18.6% | -4.7% | -13.9% | -17.9% |
| YTD | -34.1% | -22.8% | -11.3% | -25.5% |
| 1Y | -57.0% | -20.7% | -36.3% | -52.5% |
| 3Y | +185.7% | -14.6% | +200.2% | +193.2% |
| All | +185.7% | -17.1% | +202.7% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling