+116.2%
SOUN vs PTC
+31.6%
+84.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.8% | -4.6% |
| 7D | -6.1% | +1.3% | -7.4% | -6.7% |
| 30D | -28.2% | +1.1% | -29.3% | -28.6% |
| 3M | -48.1% | +30.1% | -78.3% | -56.3% |
| 6M | -56.4% | +34.0% | -90.4% | -64.5% |
| YTD | -61.2% | +12.8% | -74.0% | -63.1% |
| 1Y | -73.1% | +10.7% | -83.9% | -74.0% |
| 3Y | +116.2% | +29.6% | +86.6% | +63.0% |
| All | +116.2% | +31.6% | +84.6% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling