-11.9%
PCOR vs SSNC
+15.7%
-27.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.9% |
| 7D | +2.5% | -0.2% | +2.7% | +2.7% |
| 30D | +37.9% | -1.9% | +39.8% | +39.0% |
| 3M | +32.0% | -0.2% | +32.1% | +31.2% |
| 6M | +54.7% | +19.4% | +35.3% | +30.0% |
| YTD | +6.6% | -8.1% | +14.7% | +14.2% |
| 1Y | -1.7% | -5.3% | +3.6% | +2.5% |
| 3Y | +49.0% | +56.9% | -8.0% | -1.9% |
| 5Y | -12.5% | +8.0% | -20.6% | -21.0% |
| All | -11.9% | +15.7% | -27.6% | -23.8% |
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