-49.3%
SOUN vs PFGC
-5.1%
-44.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -5.2% | -2.2% | -3.0% | -4.6% |
| 30D | +4.8% | -11.9% | +16.8% | +8.6% |
| 3M | -15.9% | +5.0% | -20.9% | -18.3% |
| 6M | -17.4% | +8.6% | -26.0% | -21.7% |
| YTD | -32.4% | +9.7% | -42.1% | -36.6% |
| 1Y | -49.3% | -6.3% | -43.0% | -47.4% |
| All | -49.3% | -5.1% | -44.2% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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