+103.5%
PENG vs SSNC
+52.6%
+51.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.8% |
| 7D | +4.5% | +0.6% | +3.9% | +4.3% |
| 30D | -7.1% | +6.0% | -13.1% | -9.2% |
| 3M | -27.3% | +21.0% | -48.2% | -33.5% |
| 6M | +169.6% | +12.1% | +157.5% | +159.2% |
| YTD | +164.6% | -3.2% | +167.9% | +187.2% |
| 1Y | +109.5% | -4.4% | +113.8% | +129.5% |
| All | +103.5% | +52.6% | +51.0% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling