+67.6%
PCAR vs SSNC
+56.7%
+10.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | -0.5% | +0.6% | -1.2% | -0.7% |
| 30D | -6.2% | +6.0% | -12.3% | -8.1% |
| 3M | +5.9% | +21.0% | -15.1% | -0.8% |
| 6M | +0.4% | +12.1% | -11.7% | -3.4% |
| YTD | +14.8% | -3.2% | +18.1% | +17.7% |
| 1Y | +30.1% | -4.4% | +34.5% | +34.0% |
| All | +67.6% | +56.7% | +10.9% | +38.9% |
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