+107.8%
PENG vs SSNC
+21.4%
+86.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +7.1% |
| 7D | +4.5% | +0.6% | +3.9% | +4.1% |
| 30D | -7.1% | +6.0% | -13.1% | -10.6% |
| 3M | -27.3% | +21.0% | -48.2% | -37.6% |
| 6M | +169.6% | +12.1% | +157.5% | +143.3% |
| YTD | +164.6% | -3.2% | +167.9% | +170.2% |
| 1Y | +109.5% | -4.4% | +113.8% | +115.5% |
| 3Y | +98.9% | +51.6% | +47.3% | +33.4% |
| All | +107.8% | +21.4% | +86.4% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling