-12.4%
SOUN vs PRU
+33.1%
-45.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -0.3% |
| 7D | -4.1% | +1.9% | -6.0% | -6.1% |
| 30D | -18.1% | -0.4% | -17.6% | -18.0% |
| 3M | -12.3% | +16.4% | -28.7% | -26.3% |
| 6M | -18.6% | +26.0% | -44.6% | -37.6% |
| YTD | -34.1% | +9.9% | -44.0% | -41.7% |
| 1Y | -57.0% | +18.8% | -75.8% | -65.4% |
| 3Y | +185.7% | +45.3% | +140.3% | +91.6% |
| All | -12.4% | +33.1% | -45.5% | -16.7% |
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