+7.3%
PENG vs SSNC
+12.8%
-5.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.8% | +13.2% | +11.5% |
| 7D | -19.4% | -3.3% | -16.1% | -22.8% |
| 30D | -42.4% | -1.3% | -41.1% | -42.1% |
| 3M | -25.6% | -2.3% | -23.3% | -25.8% |
| 6M | +7.3% | +12.6% | -5.4% | +48.0% |
| All | +7.3% | +12.8% | -5.5% | +48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling