-13.6%
SOUN vs PFGC
+83.9%
-97.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | -4.4% | -3.7% | -0.7% | -1.2% |
| 30D | -13.1% | -16.0% | +2.8% | +0.5% |
| 3M | -7.7% | -4.1% | -3.6% | -5.8% |
| 6M | -21.2% | +8.7% | -29.9% | -29.4% |
| YTD | -35.0% | +6.4% | -41.4% | -41.9% |
| 1Y | -56.4% | -8.4% | -48.0% | -54.9% |
| 3Y | +181.7% | +61.8% | +120.0% | +68.1% |
| All | -13.6% | +83.9% | -97.5% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling