+136.0%
PENG vs SSNC
-4.9%
+140.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.8% | +9.5% | +10.6% |
| 7D | +1.9% | -0.2% | +2.0% | +1.6% |
| 30D | -37.8% | -1.9% | -35.9% | -38.2% |
| 3M | -14.1% | -0.2% | -13.9% | -14.0% |
| 6M | +13.1% | +19.4% | -6.3% | +21.4% |
| YTD | +151.8% | -8.1% | +159.9% | +216.6% |
| 1Y | +136.0% | -5.3% | +141.3% | +192.2% |
| All | +136.0% | -4.9% | +140.8% | +192.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling