+80.9%
SOUN vs PCOR
+49.3%
+31.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.6% | -7.7% |
| 7D | -15.5% | +2.2% | -17.6% | -16.5% |
| 30D | -26.2% | +37.4% | -63.7% | -39.3% |
| 3M | -51.4% | +33.2% | -84.6% | -59.6% |
| 6M | -55.3% | +60.6% | -115.9% | -67.4% |
| YTD | -63.9% | +6.2% | -70.1% | -66.2% |
| 1Y | -72.8% | -1.1% | -71.7% | -73.2% |
| All | +80.9% | +49.3% | +31.6% | +11.8% |
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 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