-13.3%
PCOR vs SSNC
+14.8%
-28.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -1.3% |
| 7D | +20.7% | -2.5% | +23.3% | +23.2% |
| 30D | +35.7% | -2.7% | +38.4% | +37.8% |
| 3M | +31.1% | -0.8% | +31.9% | +31.0% |
| 6M | +43.1% | +15.5% | +27.6% | +24.1% |
| YTD | +4.8% | -8.8% | +13.7% | +13.1% |
| 1Y | -3.7% | -5.8% | +2.1% | +0.9% |
| 3Y | +46.5% | +55.7% | -9.2% | -2.8% |
| 5Y | -17.3% | +6.7% | -24.0% | -24.6% |
| All | -13.3% | +14.8% | -28.1% | -24.5% |
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