+518.3%
PCAR vs SSNC
+998.3%
-480.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | +0.1% | -3.3% | +3.4% | +1.4% |
| 30D | -4.6% | -1.3% | -3.3% | -4.2% |
| 3M | -22.6% | -2.3% | -20.3% | -22.1% |
| 6M | -12.0% | +12.6% | -24.6% | -16.8% |
| YTD | -6.1% | -10.1% | +4.0% | -3.8% |
| 1Y | +6.3% | -6.6% | +12.9% | +7.2% |
| 3Y | +31.8% | +54.0% | -22.2% | +7.9% |
| 5Y | +104.2% | +7.0% | +97.2% | +90.4% |
| 10Y | +302.9% | +176.7% | +126.2% | +140.3% |
| All | +518.3% | +998.3% | -480.0% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling