-10.1%
SOUN vs PTC
+21.4%
-31.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +4.9% |
| 7D | -5.2% | -10.3% | +5.1% | +3.2% |
| 30D | +4.8% | +1.1% | +3.7% | +3.3% |
| 3M | -15.9% | +1.6% | -17.5% | -19.5% |
| 6M | -17.4% | -13.5% | -3.9% | -8.3% |
| YTD | -32.4% | -19.1% | -13.3% | -20.7% |
| 1Y | -49.3% | -33.9% | -15.4% | -27.6% |
| 3Y | +167.5% | -3.9% | +171.4% | +149.7% |
| All | -10.1% | +21.4% | -31.5% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling