+315.0%
PBF vs SSNC
+691.2%
-376.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +6.5% | +2.3% | +4.2% | +5.1% |
| 30D | -20.0% | -3.1% | -16.9% | -18.8% |
| 3M | -3.3% | -2.7% | -0.6% | -2.3% |
| 6M | +76.8% | +23.7% | +53.1% | +54.2% |
| YTD | +168.9% | -8.0% | +177.0% | +172.4% |
| 1Y | +96.4% | -4.7% | +101.1% | +94.2% |
| 3Y | +77.2% | +58.0% | +19.2% | +26.8% |
| 5Y | +417.7% | +8.0% | +409.8% | +353.5% |
| 10Y | +264.7% | +183.8% | +80.9% | +101.2% |
| All | +315.0% | +691.2% | -376.2% | +90.2% |
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