+259.1%
PEP vs SSNC
+1,022.7%
-763.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | +13.6% | -1.9% | +15.5% | +14.0% |
| 3M | +5.1% | -0.2% | +5.3% | +5.0% |
| 6M | -1.6% | +19.4% | -21.0% | -5.3% |
| YTD | +3.3% | -8.1% | +11.4% | +4.3% |
| 1Y | +3.2% | -5.3% | +8.5% | +3.5% |
| 3Y | -3.9% | +56.9% | -60.8% | -14.0% |
| 5Y | +4.0% | +8.0% | -4.0% | -0.6% |
| 10Y | +90.1% | +183.6% | -93.5% | +48.2% |
| All | +259.1% | +1,022.7% | -763.6% | +117.1% |
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