+254.0%
PEP vs SSNC
+1,000.8%
-746.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.0% | -4.5% | +5.5% | +2.0% |
| 30D | +12.6% | -3.9% | +16.5% | +13.5% |
| 3M | +3.1% | -1.3% | +4.5% | +3.3% |
| 6M | -6.3% | +14.1% | -20.4% | -9.0% |
| YTD | +1.9% | -9.9% | +11.8% | +3.2% |
| 1Y | +3.3% | -6.2% | +9.5% | +3.7% |
| 3Y | -4.8% | +56.1% | -60.9% | -14.7% |
| 5Y | +2.0% | +5.4% | -3.3% | -2.0% |
| 10Y | +80.3% | +172.3% | -92.0% | +41.6% |
| All | +254.0% | +1,000.8% | -746.8% | +114.9% |
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 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