+69.6%
PBR vs SSNC
-3.0%
+72.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.1% |
| 7D | +8.6% | +0.6% | +7.9% | +8.7% |
| 30D | +12.8% | +6.0% | +6.8% | +13.8% |
| 3M | +14.7% | +21.0% | -6.3% | +18.2% |
| 6M | +25.2% | +12.1% | +13.1% | +27.2% |
| YTD | +77.1% | -3.2% | +80.4% | +76.5% |
| 1Y | +69.6% | -4.4% | +73.9% | +68.6% |
| All | +69.6% | -3.0% | +72.5% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling