+95.5%
PEP vs SSNC
+184.6%
-89.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +2.9% | +2.3% | +0.6% | +2.4% |
| 30D | +12.5% | -3.1% | +15.6% | +13.3% |
| 3M | +4.5% | -2.7% | +7.3% | +5.1% |
| 6M | -0.5% | +23.7% | -24.2% | -5.6% |
| YTD | +4.4% | -8.0% | +12.5% | +5.6% |
| 1Y | +4.4% | -4.7% | +9.1% | +4.5% |
| 3Y | -3.4% | +58.0% | -61.4% | -15.8% |
| 5Y | +5.2% | +8.0% | -2.8% | -0.3% |
| All | +95.5% | +184.6% | -89.1% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling