+35.6%
PFE vs SSNC
-3.9%
+39.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +2.9% |
| 7D | +4.6% | -1.1% | +5.7% | +4.8% |
| 30D | +12.3% | +0.6% | +11.7% | +12.2% |
| 3M | +21.2% | -1.5% | +22.7% | +21.5% |
| 6M | +21.1% | +15.8% | +5.3% | +17.8% |
| YTD | +30.0% | -8.0% | +38.0% | +33.6% |
| 1Y | +35.6% | -5.8% | +41.4% | +38.4% |
| All | +35.6% | -3.9% | +39.5% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling