+56.2%
PBF vs SSNC
+49.6%
+6.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +3.9% |
| 7D | +2.4% | -1.8% | +4.2% | +2.6% |
| 30D | +24.9% | +1.9% | +23.0% | +24.3% |
| 3M | +81.9% | +18.4% | +63.5% | +75.2% |
| 6M | +79.4% | +7.0% | +72.4% | +77.7% |
| YTD | +188.3% | -6.9% | +195.2% | +198.5% |
| 1Y | +177.3% | -8.2% | +185.4% | +188.7% |
| All | +56.2% | +49.6% | +6.6% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling