+0.4%
PCAR vs SSNC
+12.6%
-12.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | -6.2% | +6.0% | -12.3% | -6.5% |
| 3M | +5.9% | +21.0% | -15.1% | +5.9% |
| 6M | +0.4% | +12.1% | -11.7% | -0.1% |
| All | +0.4% | +12.6% | -12.2% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling