-22.2%
PFE vs SSNC
+18.8%
-40.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.2% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | +3.8% | +1.9% | +1.9% | +3.3% |
| 3M | +10.4% | +18.4% | -8.0% | +5.0% |
| 6M | +6.3% | +7.0% | -0.7% | +3.9% |
| YTD | +17.4% | -6.9% | +24.3% | +19.3% |
| 1Y | +21.1% | -8.2% | +29.3% | +23.6% |
| 3Y | -1.6% | +50.5% | -52.1% | -13.3% |
| 5Y | -22.2% | +17.4% | -39.5% | -31.0% |
| All | -22.2% | +18.8% | -40.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling