-16.3%
SOUN vs PTC
+10.8%
-27.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -6.8% | -14.2% | +7.4% | +5.0% |
| 30D | -15.2% | -14.4% | -0.8% | -4.5% |
| 3M | -7.0% | -4.7% | -2.3% | -6.7% |
| 6M | -20.5% | -19.3% | -1.2% | -7.1% |
| YTD | -37.0% | -26.1% | -10.9% | -20.5% |
| 1Y | -55.3% | -37.1% | -18.2% | -34.0% |
| 3Y | +173.0% | -10.4% | +183.4% | +168.6% |
| All | -16.3% | +10.8% | -27.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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