+359.1%
PCAR vs SSNC
+164.2%
+194.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -0.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.7% |
| 30D | -7.7% | +1.9% | -9.6% | -8.4% |
| 3M | +3.7% | +18.4% | -14.7% | -3.2% |
| 6M | +2.3% | +7.0% | -4.7% | -1.1% |
| YTD | +12.8% | -6.9% | +19.7% | +14.5% |
| 1Y | +27.8% | -8.2% | +35.9% | +30.2% |
| 3Y | +61.8% | +50.5% | +11.3% | +35.1% |
| 5Y | +168.2% | +17.4% | +150.8% | +142.4% |
| 10Y | +359.1% | +164.9% | +194.2% | +222.4% |
| All | +359.1% | +164.2% | +194.9% | +222.4% |
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