-16.5%
SOUN vs PSLV
+161.5%
-178.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -7.1% | -3.5% | -3.7% | -6.1% |
| 30D | -15.4% | -2.1% | -13.3% | -14.9% |
| 3M | -10.6% | -1.6% | -8.9% | -10.4% |
| 6M | -19.6% | -25.5% | +5.9% | -13.4% |
| YTD | -37.2% | -11.4% | -25.8% | -37.3% |
| 1Y | -57.1% | +48.6% | -105.6% | -63.8% |
| 3Y | +178.2% | +166.9% | +11.3% | +103.0% |
| All | -16.5% | +161.5% | -178.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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