-48.4%
SOUN vs PRU
+37.5%
-85.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -5.5% |
| 7D | -6.1% | +3.8% | -9.8% | -9.9% |
| 30D | -28.2% | +9.0% | -37.2% | -34.7% |
| 3M | -48.1% | +2.1% | -50.3% | -49.7% |
| 6M | -56.4% | +25.4% | -81.8% | -66.6% |
| YTD | -61.2% | +13.5% | -74.7% | -67.0% |
| 1Y | -73.1% | +21.3% | -94.5% | -78.8% |
| 3Y | +116.2% | +55.1% | +61.1% | +35.0% |
| All | -48.4% | +37.5% | -85.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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