-18.3%
PCG vs SSNC
+58.0%
-76.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.2% | +2.3% | -0.1% | +1.6% |
| 30D | +0.8% | -3.1% | +3.9% | +1.4% |
| 3M | -23.8% | -2.7% | -21.1% | -23.5% |
| 6M | -19.6% | +23.7% | -43.3% | -24.2% |
| YTD | -16.7% | -8.0% | -8.7% | -14.4% |
| 1Y | -19.4% | -4.7% | -14.7% | -18.4% |
| 3Y | -18.3% | +58.0% | -76.3% | -39.3% |
| All | -18.3% | +58.0% | -76.3% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling