-16.5%
SOUN vs PEG
+19.1%
-35.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.1% | -0.9% | -6.2% | -6.9% |
| 30D | -15.4% | -3.7% | -11.7% | -14.7% |
| 3M | -10.6% | -7.3% | -3.3% | -9.2% |
| 6M | -19.6% | -10.5% | -9.2% | -17.8% |
| YTD | -37.2% | -7.5% | -29.7% | -36.6% |
| 1Y | -57.1% | -8.7% | -48.3% | -56.5% |
| 3Y | +178.2% | +31.4% | +146.9% | +189.7% |
| All | -16.5% | +19.1% | -35.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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