-76.7%
PCG vs SSNC
+177.4%
-254.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.1% | -4.5% | +3.4% | +1.0% |
| 30D | +0.1% | -3.9% | +4.0% | +1.6% |
| 3M | -24.4% | -1.3% | -23.1% | -24.4% |
| 6M | -17.7% | +14.1% | -31.8% | -23.7% |
| YTD | -17.4% | -9.9% | -7.5% | -15.1% |
| 1Y | -19.4% | -6.2% | -13.2% | -18.9% |
| 3Y | -18.6% | +56.1% | -74.7% | -38.2% |
| 5Y | +10.2% | +5.4% | +4.8% | +1.0% |
| 10Y | -76.7% | +172.3% | -249.0% | -85.4% |
| All | -76.7% | +177.4% | -254.1% | -85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling