+75.4%
SOUN vs PFGC
+82.6%
-7.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.9% |
| 7D | -15.1% | +3.4% | -18.5% | -17.2% |
| 30D | -23.0% | +16.9% | -39.9% | -32.1% |
| 3M | -53.3% | +6.4% | -59.7% | -55.8% |
| 6M | -58.6% | +16.0% | -74.6% | -64.3% |
| YTD | -65.0% | +23.6% | -88.6% | -72.5% |
| 1Y | -71.4% | +16.6% | -88.0% | -76.3% |
| 3Y | +75.4% | +82.3% | -6.9% | +1.4% |
| All | +75.4% | +82.6% | -7.2% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling