+48.5%
PFE vs SSNC
+184.2%
-135.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | +3.1% | -2.6% | +5.7% | +3.7% |
| 3M | +11.2% | -0.6% | +11.8% | +11.2% |
| 6M | +15.0% | +19.9% | -4.8% | +9.1% |
| YTD | +23.5% | -8.2% | +31.7% | +25.4% |
| 1Y | +18.9% | -5.5% | +24.5% | +19.7% |
| 3Y | +18.7% | +56.8% | -38.0% | +4.0% |
| 5Y | -24.0% | +7.8% | -31.8% | -27.9% |
| All | +48.5% | +184.2% | -135.7% | +17.5% |
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