+313.1%
PBF vs SSNC
+689.9%
-376.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +4.3% | +1.4% | +2.9% | +3.5% |
| 30D | -21.8% | -2.6% | -19.2% | -20.8% |
| 3M | +1.7% | -0.6% | +2.3% | +1.6% |
| 6M | +69.8% | +19.9% | +49.9% | +50.7% |
| YTD | +167.7% | -8.2% | +175.9% | +171.4% |
| 1Y | +89.0% | -5.5% | +94.5% | +87.9% |
| 3Y | +78.8% | +56.8% | +22.0% | +28.5% |
| 5Y | +415.4% | +7.8% | +407.6% | +351.9% |
| 10Y | +263.1% | +183.3% | +79.8% | +100.4% |
| All | +313.1% | +689.9% | -376.8% | +89.5% |
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