-47.9%
SOUN vs PPL
+41.5%
-89.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -9.5% | -1.0% | -8.5% | -9.4% |
| 30D | -21.3% | +3.0% | -24.4% | -21.5% |
| 3M | -47.2% | +1.1% | -48.4% | -47.3% |
| 6M | -53.7% | -0.8% | -53.0% | -53.7% |
| YTD | -60.8% | +3.5% | -64.2% | -61.1% |
| 1Y | -70.9% | -0.9% | -70.0% | -70.9% |
| 3Y | +118.4% | +54.2% | +64.2% | +102.6% |
| All | -47.9% | +41.5% | -89.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling