+31.7%
PEG vs SSNC
+47.5%
-15.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -0.1% | -3.9% | +3.8% | +0.5% |
| 30D | -1.7% | -0.2% | -1.6% | -1.8% |
| 3M | -6.8% | +15.9% | -22.7% | -9.2% |
| 6M | -11.4% | +7.5% | -18.8% | -12.4% |
| YTD | -7.2% | -8.2% | +1.0% | -4.9% |
| 1Y | -6.1% | -9.3% | +3.2% | -3.4% |
| All | +31.7% | +47.5% | -15.8% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling