-36.2%
PCOR vs SSNC
+17.1%
-53.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.7% | +0.4% |
| 7D | -6.9% | -1.8% | -5.1% | -5.4% |
| 30D | -1.5% | +1.9% | -3.5% | -3.0% |
| 3M | +18.5% | +18.4% | +0.1% | +1.1% |
| 6M | -4.7% | +7.0% | -11.6% | -10.5% |
| YTD | -22.8% | -6.9% | -15.8% | -17.4% |
| 1Y | -20.7% | -8.2% | -12.6% | -14.5% |
| 3Y | -14.6% | +50.5% | -65.1% | -41.1% |
| 5Y | -40.7% | +17.4% | -58.1% | -48.2% |
| All | -36.2% | +17.1% | -53.3% | -44.9% |
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