-46.0%
SOUN vs PPL
+42.8%
-88.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | -24.9% | +4.2% | -29.1% | -25.1% |
| 3M | -49.5% | +1.5% | -51.0% | -49.5% |
| 6M | -54.4% | +1.0% | -55.4% | -54.5% |
| YTD | -59.4% | +4.4% | -63.8% | -59.7% |
| 1Y | -71.4% | +0.8% | -72.1% | -71.4% |
| 3Y | +134.1% | +56.5% | +77.6% | +117.1% |
| All | -46.0% | +42.8% | -88.8% | -46.9% |
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