+46.2%
PFE vs SSNC
+174.0%
-127.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.1% |
| 7D | -0.7% | -2.5% | +1.8% | 0.0% |
| 30D | +5.3% | -2.7% | +8.1% | +6.0% |
| 3M | +10.1% | -0.8% | +11.0% | +10.2% |
| 6M | +18.0% | +15.5% | +2.5% | +13.0% |
| YTD | +25.8% | -8.8% | +34.6% | +27.9% |
| 1Y | +28.4% | -5.8% | +34.2% | +29.4% |
| 3Y | +20.9% | +55.7% | -34.8% | +6.1% |
| 5Y | -21.5% | +6.7% | -28.2% | -25.4% |
| 10Y | +46.2% | +184.0% | -137.8% | +16.2% |
| All | +46.2% | +174.0% | -127.8% | +16.2% |
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