+172.3%
PCAR vs SSNC
+21.4%
+150.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | -0.5% | +0.6% | -1.2% | -0.7% |
| 30D | -6.2% | +6.0% | -12.3% | -8.3% |
| 3M | +5.9% | +21.0% | -15.1% | -2.0% |
| 6M | +0.4% | +12.1% | -11.7% | -4.4% |
| YTD | +14.8% | -3.2% | +18.1% | +16.0% |
| 1Y | +30.1% | -4.4% | +34.5% | +32.0% |
| 3Y | +66.7% | +51.6% | +15.0% | +35.8% |
| All | +172.3% | +21.4% | +150.9% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling