-16.5%
SOUN vs PFGC
+80.7%
-97.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -7.1% | -4.8% | -2.4% | -3.1% |
| 30D | -15.4% | -12.5% | -2.9% | -5.2% |
| 3M | -10.6% | -9.7% | -0.8% | -3.7% |
| 6M | -19.6% | +7.0% | -26.7% | -27.1% |
| YTD | -37.2% | +4.5% | -41.7% | -43.0% |
| 1Y | -57.1% | -11.6% | -45.5% | -54.1% |
| 3Y | +178.2% | +58.5% | +119.7% | +69.1% |
| All | -16.5% | +80.7% | -97.2% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling