-13.6%
SOUN vs PFG
+89.6%
-103.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.5% |
| 7D | -4.4% | +3.2% | -7.6% | -7.9% |
| 30D | -13.1% | +0.9% | -14.1% | -14.5% |
| 3M | -7.7% | +7.7% | -15.4% | -16.1% |
| 6M | -21.2% | +29.0% | -50.1% | -40.8% |
| YTD | -35.0% | +32.5% | -67.5% | -52.6% |
| 1Y | -56.4% | +47.3% | -103.7% | -71.8% |
| 3Y | +181.7% | +68.2% | +113.5% | +69.8% |
| All | -13.6% | +89.6% | -103.2% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling