-11.8%
PCOR vs SSNC
+15.8%
-27.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.0% | +2.3% | +0.7% | +0.9% |
| 30D | +38.7% | -3.1% | +41.8% | +41.4% |
| 3M | +24.9% | -2.7% | +27.6% | +27.0% |
| 6M | +68.8% | +23.7% | +45.1% | +37.2% |
| YTD | +6.7% | -8.0% | +14.7% | +14.3% |
| 1Y | +3.0% | -4.7% | +7.7% | +6.8% |
| 3Y | +48.6% | +58.0% | -9.4% | -2.7% |
| 5Y | -12.7% | +8.0% | -20.7% | -21.1% |
| All | -11.8% | +15.8% | -27.6% | -23.7% |
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