+35.6%
PEG vs SSNC
+15.9%
+19.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -0.1% | -3.9% | +3.8% | +0.8% |
| 30D | -1.7% | -0.2% | -1.6% | -1.8% |
| 3M | -6.8% | +15.9% | -22.7% | -10.2% |
| 6M | -11.4% | +7.5% | -18.8% | -13.1% |
| YTD | -7.2% | -8.2% | +1.0% | -5.4% |
| 1Y | -6.1% | -9.3% | +3.2% | -4.1% |
| 3Y | +31.8% | +48.5% | -16.7% | +14.6% |
| 5Y | +35.6% | +16.0% | +19.6% | +18.4% |
| All | +35.6% | +15.9% | +19.7% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling