-16.3%
SOUN vs PPG
-11.4%
-4.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.4% |
| 7D | -6.8% | -5.1% | -1.7% | -2.6% |
| 30D | -15.2% | -9.6% | -5.7% | -7.8% |
| 3M | -7.0% | -6.4% | -0.5% | -2.0% |
| 6M | -20.5% | +0.5% | -21.0% | -22.6% |
| YTD | -37.0% | +4.4% | -41.4% | -42.0% |
| 1Y | -55.3% | -0.9% | -54.4% | -57.0% |
| 3Y | +173.0% | -17.0% | +190.0% | +212.1% |
| All | -16.3% | -11.4% | -4.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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