-47.9%
SOUN vs PENG
+114.6%
-162.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | -2.1% |
| 7D | -9.5% | +1.9% | -11.4% | -11.6% |
| 30D | -21.3% | -37.8% | +16.5% | -11.3% |
| 3M | -47.2% | -14.1% | -33.1% | -47.9% |
| 6M | -53.7% | +13.1% | -66.8% | -61.3% |
| YTD | -60.8% | +151.8% | -212.6% | -76.8% |
| 1Y | -70.9% | +136.0% | -206.9% | -82.4% |
| 3Y | +118.4% | +217.9% | -99.5% | +19.9% |
| All | -47.9% | +114.6% | -162.5% | -60.9% |
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