-52.0%
SOUN vs PR
+234.7%
-286.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.0% | -9.9% | -8.6% |
| 7D | -15.5% | +6.7% | -22.2% | -17.4% |
| 30D | -26.2% | -6.1% | -20.1% | -25.1% |
| 3M | -51.4% | +6.9% | -58.2% | -53.2% |
| 6M | -55.3% | +14.6% | -69.9% | -58.6% |
| YTD | -63.9% | +66.1% | -130.0% | -71.8% |
| 1Y | -72.8% | +77.0% | -149.8% | -79.3% |
| 3Y | +101.1% | +93.8% | +7.3% | +45.8% |
| All | -52.0% | +234.7% | -286.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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