+178.2%
SOUN vs PGR
+75.0%
+103.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.2% |
| 7D | -7.1% | -0.6% | -6.5% | -7.2% |
| 30D | -15.4% | +4.9% | -20.3% | -15.0% |
| 3M | -10.6% | +7.6% | -18.2% | -9.7% |
| 6M | -19.6% | +8.3% | -27.9% | -18.7% |
| YTD | -37.2% | +1.7% | -38.9% | -36.5% |
| 1Y | -57.1% | -6.8% | -50.2% | -56.2% |
| 3Y | +178.2% | +73.4% | +104.8% | +212.1% |
| All | +178.2% | +75.0% | +103.3% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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