+35.2%
PFE vs SSNC
+162.7%
-127.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.3% |
| 7D | -4.3% | -3.9% | -0.4% | -3.3% |
| 30D | +2.7% | -0.2% | +2.9% | +2.7% |
| 3M | +10.0% | +15.9% | -5.9% | +5.5% |
| 6M | +7.2% | +7.5% | -0.3% | +4.6% |
| YTD | +17.3% | -8.2% | +25.5% | +19.2% |
| 1Y | +20.3% | -9.3% | +29.6% | +22.6% |
| 3Y | -1.6% | +48.5% | -50.1% | -12.5% |
| 5Y | -21.4% | +16.0% | -37.4% | -26.7% |
| 10Y | +35.2% | +169.2% | -133.9% | +7.5% |
| All | +35.2% | +162.7% | -127.4% | +7.5% |
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