+669.7%
PENG vs SSNC
+149.1%
+520.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +7.2% |
| 7D | +4.5% | +0.6% | +3.9% | +4.1% |
| 30D | -7.1% | +6.0% | -13.1% | -10.9% |
| 3M | -27.3% | +21.0% | -48.2% | -38.6% |
| 6M | +169.6% | +12.1% | +157.5% | +138.3% |
| YTD | +164.6% | -3.2% | +167.9% | +160.6% |
| 1Y | +109.5% | -4.4% | +113.8% | +107.7% |
| 3Y | +98.9% | +51.6% | +47.3% | +39.2% |
| 5Y | +116.3% | +21.1% | +95.2% | +77.3% |
| All | +669.7% | +149.1% | +520.6% | +266.1% |
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