+522.0%
PENG vs SSNC
+131.4%
+390.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.2% | +12.9% |
| 7D | -19.4% | -3.3% | -16.1% | -17.6% |
| 30D | -42.4% | -1.3% | -41.1% | -42.6% |
| 3M | -25.6% | -2.3% | -23.3% | -25.8% |
| 6M | +7.3% | +12.6% | -5.4% | -7.0% |
| YTD | +113.9% | -10.1% | +124.0% | +118.0% |
| 1Y | +93.6% | -6.6% | +100.1% | +91.5% |
| 3Y | +170.2% | +54.0% | +116.3% | +81.5% |
| 5Y | +44.2% | +7.0% | +37.2% | +27.1% |
| All | +522.0% | +131.4% | +390.6% | +206.3% |
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