+243.4%
PEP vs SSNC
+1,082.2%
-838.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +0.2% | +6.0% | -5.8% | -0.9% |
| 3M | -1.1% | +21.0% | -22.1% | -4.9% |
| 6M | -13.5% | +12.1% | -25.6% | -15.7% |
| YTD | -1.2% | -3.2% | +2.0% | -1.2% |
| 1Y | -1.6% | -4.4% | +2.8% | -1.5% |
| 3Y | -12.5% | +51.6% | -64.1% | -21.1% |
| 5Y | +3.0% | +21.1% | -18.1% | -3.8% |
| 10Y | +73.9% | +177.7% | -103.8% | +35.7% |
| All | +243.4% | +1,082.2% | -838.8% | +105.7% |
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