+102.6%
PBR vs SSNC
+49.3%
+53.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.0% |
| 7D | +5.4% | -4.0% | +9.4% | +5.7% |
| 30D | +22.9% | +0.5% | +22.3% | +22.7% |
| 3M | +19.6% | +18.9% | +0.7% | +17.0% |
| 6M | +16.5% | +10.8% | +5.6% | +15.0% |
| YTD | +86.7% | -7.1% | +93.8% | +91.0% |
| 1Y | +74.7% | -9.6% | +84.3% | +80.2% |
| 3Y | +102.6% | +51.1% | +51.5% | +92.0% |
| All | +102.6% | +49.3% | +53.3% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling