-73.1%
SOUN vs PENG
+103.2%
-176.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.0% |
| 7D | -6.1% | -16.1% | +10.0% | -3.5% |
| 30D | -28.2% | -41.5% | +13.3% | -20.2% |
| 3M | -48.1% | -19.1% | -29.0% | -47.9% |
| 6M | -56.4% | +0.9% | -57.3% | -62.5% |
| YTD | -61.2% | +128.2% | -189.4% | -79.7% |
| 1Y | -73.1% | +98.6% | -171.7% | -84.8% |
| All | -73.1% | +103.2% | -176.3% | -84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling