+801.9%
PBF vs SSNC
+15.9%
+786.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | 0.0% |
| 7D | +1.4% | -3.9% | +5.3% | +2.4% |
| 30D | +15.8% | -0.2% | +16.0% | +15.8% |
| 3M | +90.3% | +15.9% | +74.3% | +81.1% |
| 6M | +102.8% | +7.5% | +95.4% | +97.1% |
| YTD | +187.3% | -8.2% | +195.5% | +194.6% |
| 1Y | +161.8% | -9.3% | +171.2% | +169.1% |
| 3Y | +55.5% | +48.5% | +7.0% | +29.7% |
| 5Y | +801.9% | +16.0% | +785.9% | +701.7% |
| All | +801.9% | +15.9% | +786.0% | +701.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling