+80.9%
SOUN vs PENG
+227.7%
-146.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.7% | -8.5% |
| 7D | -15.5% | +34.6% | -50.1% | -24.6% |
| 30D | -26.2% | -35.9% | +9.7% | -16.0% |
| 3M | -51.4% | -14.7% | -36.7% | -52.0% |
| 6M | -55.3% | +13.5% | -68.9% | -65.1% |
| YTD | -63.9% | +156.1% | -220.0% | -82.7% |
| 1Y | -72.8% | +141.3% | -214.1% | -86.6% |
| All | +80.9% | +227.7% | -146.8% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling