+632.3%
PENG vs SSNC
+136.5%
+495.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +9.8% |
| 7D | +1.9% | -0.2% | +2.0% | +2.2% |
| 30D | -37.8% | -1.9% | -35.9% | -37.7% |
| 3M | -14.1% | -0.2% | -13.9% | -15.4% |
| 6M | +13.1% | +19.4% | -6.3% | -5.7% |
| YTD | +151.8% | -8.1% | +159.9% | +153.2% |
| 1Y | +136.0% | -5.3% | +141.3% | +131.7% |
| 3Y | +217.9% | +56.9% | +161.0% | +111.1% |
| 5Y | +64.1% | +8.0% | +56.1% | +43.9% |
| All | +632.3% | +136.5% | +495.8% | +255.7% |
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