+453.5%
PENG vs SSNC
+133.2%
+320.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -1.6% | -21.4% | -22.0% |
| 7D | -36.7% | -2.8% | -33.8% | -35.4% |
| 30D | -42.0% | +0.4% | -42.4% | -42.8% |
| 3M | -33.2% | -0.7% | -32.5% | -34.0% |
| 6M | +2.1% | +13.9% | -11.8% | -12.1% |
| YTD | +90.3% | -9.4% | +99.7% | +93.2% |
| 1Y | +67.7% | -7.4% | +75.0% | +67.2% |
| 3Y | +154.2% | +55.7% | +98.6% | +69.6% |
| 5Y | +28.3% | +7.8% | +20.5% | +12.6% |
| All | +453.5% | +133.2% | +320.3% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling