-12.4%
SOUN vs PPL
+39.1%
-51.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -4.1% | +1.8% | -5.9% | -4.2% |
| 30D | -18.1% | -1.1% | -17.0% | -18.0% |
| 3M | -12.3% | 0.0% | -12.3% | -12.4% |
| 6M | -18.6% | -7.6% | -11.0% | -17.9% |
| YTD | -34.1% | +1.7% | -35.8% | -34.5% |
| 1Y | -57.0% | +1.5% | -58.6% | -57.2% |
| 3Y | +185.7% | +55.3% | +130.4% | +165.9% |
| All | -12.4% | +39.1% | -51.5% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling