+130.9%
SOUN vs PENG
+184.4%
-53.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +12.4% | -15.9% | -7.9% |
| 7D | -2.6% | -19.4% | +16.8% | +2.7% |
| 30D | -27.0% | -42.4% | +15.4% | -13.9% |
| 3M | -41.9% | -25.6% | -16.3% | -39.7% |
| 6M | -56.1% | +7.3% | -63.4% | -66.1% |
| YTD | -58.8% | +113.9% | -172.6% | -78.9% |
| 1Y | -71.1% | +93.6% | -164.7% | -84.4% |
| 3Y | +130.9% | +170.2% | -39.3% | -15.3% |
| All | +130.9% | +184.4% | -53.5% | -15.3% |
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