+330.8%
PBF vs SSNC
+732.5%
-401.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.7% |
| 7D | +4.3% | +0.6% | +3.7% | +3.9% |
| 30D | +22.0% | +6.0% | +15.9% | +18.1% |
| 3M | +74.5% | +21.0% | +53.5% | +55.0% |
| 6M | +67.7% | +12.1% | +55.6% | +54.0% |
| YTD | +179.2% | -3.2% | +182.4% | +176.0% |
| 1Y | +170.0% | -4.4% | +174.4% | +166.9% |
| 3Y | +66.4% | +51.6% | +14.8% | +22.5% |
| 5Y | +764.5% | +21.1% | +743.4% | +607.8% |
| 10Y | +358.5% | +177.7% | +180.8% | +154.2% |
| All | +330.8% | +732.5% | -401.8% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling