-70.5%
SOUN vs PENG
+132.5%
-203.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.3% | -9.3% | -1.0% |
| 7D | -9.5% | +1.9% | -11.4% | -10.7% |
| 30D | -21.3% | -37.8% | +16.5% | -13.7% |
| 3M | -47.2% | -14.1% | -33.1% | -47.5% |
| 6M | -53.7% | +13.1% | -66.8% | -61.1% |
| YTD | -60.8% | +151.8% | -212.6% | -79.6% |
| All | -70.5% | +132.5% | -203.0% | -84.1% |
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