+357.5%
PEG vs SSNC
+1,082.2%
-724.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -2.4% | +6.0% | -8.5% | -3.8% |
| 3M | -4.8% | +21.0% | -25.8% | -9.2% |
| 6M | -10.7% | +12.1% | -22.8% | -13.5% |
| YTD | -6.7% | -3.2% | -3.4% | -6.8% |
| 1Y | -6.8% | -4.4% | -2.5% | -6.8% |
| 3Y | +34.5% | +51.6% | -17.1% | +19.6% |
| 5Y | +35.8% | +21.1% | +14.7% | +25.5% |
| 10Y | +141.7% | +177.7% | -35.9% | +85.0% |
| All | +357.5% | +1,082.2% | -724.7% | +151.0% |
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