+167.5%
PEG vs SSNC
+184.6%
-17.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +4.5% | +2.3% | +2.2% | +3.9% |
| 30D | +7.5% | -3.1% | +10.6% | +8.3% |
| 3M | +0.8% | -2.7% | +3.6% | +1.3% |
| 6M | 0.0% | +23.7% | -23.7% | -6.4% |
| YTD | -3.0% | -8.0% | +5.0% | -1.9% |
| 1Y | -4.7% | -4.7% | 0.0% | -4.7% |
| 3Y | +36.5% | +58.0% | -21.5% | +15.7% |
| 5Y | +44.4% | +8.0% | +36.4% | +34.8% |
| All | +167.5% | +184.6% | -17.1% | +99.8% |
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