-46.0%
SOUN vs PENG
+99.1%
-145.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.3% | -10.7% | -4.3% |
| 7D | -1.0% | -3.8% | +2.8% | -2.0% |
| 30D | -24.9% | -40.1% | +15.2% | -14.3% |
| 3M | -49.5% | -21.8% | -27.7% | -48.5% |
| 6M | -54.4% | +3.3% | -57.7% | -60.7% |
| YTD | -59.4% | +133.6% | -193.0% | -75.4% |
| 1Y | -71.4% | +110.7% | -182.1% | -81.9% |
| 3Y | +134.1% | +204.3% | -70.2% | +30.9% |
| All | -46.0% | +99.1% | -145.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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