+662.0%
PBR vs SSNC
+173.6%
+488.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.7% |
| 7D | +5.4% | -4.0% | +9.4% | +7.4% |
| 30D | +22.9% | +0.5% | +22.3% | +22.2% |
| 3M | +19.6% | +18.9% | +0.7% | +8.1% |
| 6M | +16.5% | +10.8% | +5.6% | +8.4% |
| YTD | +86.7% | -7.1% | +93.8% | +89.1% |
| 1Y | +74.7% | -9.6% | +84.3% | +78.8% |
| 3Y | +102.6% | +51.1% | +51.5% | +49.2% |
| 5Y | +566.6% | +19.7% | +546.9% | +443.2% |
| All | +662.0% | +173.6% | +488.5% | +275.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling