+334.9%
PBF vs SSNC
+169.0%
+165.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.1% |
| 7D | +2.3% | -6.7% | +9.1% | +6.6% |
| 30D | +11.6% | -0.8% | +12.4% | +11.8% |
| 3M | +81.7% | +16.1% | +65.7% | +63.1% |
| 6M | +96.4% | +7.9% | +88.5% | +82.1% |
| YTD | +189.5% | -8.7% | +198.2% | +196.0% |
| 1Y | +180.7% | -9.5% | +190.2% | +186.3% |
| 3Y | +56.6% | +47.7% | +9.0% | +10.7% |
| 5Y | +802.0% | +17.6% | +784.3% | +621.4% |
| All | +334.9% | +169.0% | +165.9% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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