+27.8%
PCAR vs SSNC
-8.1%
+35.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -1.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | -7.7% | +1.9% | -9.6% | -7.8% |
| 3M | +3.7% | +18.4% | -14.7% | +2.7% |
| 6M | +2.3% | +7.0% | -4.7% | +2.3% |
| YTD | +12.8% | -6.9% | +19.7% | +17.1% |
| 1Y | +27.8% | -8.2% | +35.9% | +32.7% |
| All | +27.8% | -8.1% | +35.9% | +32.7% |
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