-34.1%
PCOR vs SSNC
+21.8%
-55.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.2% |
| 7D | -9.0% | +0.6% | -9.6% | -9.5% |
| 30D | +4.2% | +6.0% | -1.9% | -1.1% |
| 3M | +14.4% | +21.0% | -6.6% | -4.3% |
| 6M | +0.2% | +12.1% | -11.9% | -9.9% |
| YTD | -20.3% | -3.2% | -17.0% | -17.7% |
| 1Y | -16.1% | -4.4% | -11.8% | -12.9% |
| 3Y | -14.7% | +51.6% | -66.3% | -41.6% |
| 5Y | -43.2% | +21.1% | -64.2% | -52.1% |
| All | -34.1% | +21.8% | -55.9% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling