-16.3%
SOUN vs PFGC
+81.4%
-97.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -1.9% |
| 7D | -6.8% | -4.8% | -2.0% | -2.7% |
| 30D | -15.2% | -17.2% | +2.0% | -0.6% |
| 3M | -7.0% | -6.3% | -0.6% | -3.0% |
| 6M | -20.5% | +8.8% | -29.3% | -29.0% |
| YTD | -37.0% | +4.9% | -41.9% | -43.0% |
| 1Y | -55.3% | -9.5% | -45.8% | -53.4% |
| 3Y | +173.0% | +59.6% | +113.5% | +64.9% |
| All | -16.3% | +81.4% | -97.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling