-75.2%
PCG vs SSNC
+164.2%
-239.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.8% | +7.5% | +5.4% |
| 7D | +5.4% | -1.8% | +7.2% | +6.1% |
| 30D | -15.1% | +1.9% | -17.0% | -16.0% |
| 3M | -9.8% | +18.4% | -28.2% | -17.2% |
| 6M | -18.0% | +7.0% | -25.0% | -21.5% |
| YTD | -7.2% | -6.9% | -0.3% | -5.7% |
| 1Y | +2.9% | -8.2% | +11.0% | +5.0% |
| 3Y | -11.1% | +50.5% | -61.6% | -30.8% |
| 5Y | +61.8% | +17.4% | +44.4% | +40.7% |
| 10Y | -75.2% | +164.9% | -240.1% | -84.6% |
| All | -75.2% | +164.2% | -239.4% | -84.6% |
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 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