+259.3%
PFE vs SSNC
+1,000.8%
-741.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -4.7% | -4.5% | -0.2% | -3.6% |
| 30D | +3.4% | -3.9% | +7.2% | +4.3% |
| 3M | +9.2% | -1.3% | +10.6% | +9.4% |
| 6M | +15.8% | +14.1% | +1.7% | +11.5% |
| YTD | +23.4% | -9.9% | +33.3% | +25.7% |
| 1Y | +25.8% | -6.2% | +32.0% | +26.8% |
| 3Y | +17.8% | +56.1% | -38.2% | +4.3% |
| 5Y | -20.2% | +5.4% | -25.6% | -23.5% |
| 10Y | +49.6% | +172.3% | -122.7% | +11.5% |
| All | +259.3% | +1,000.8% | -741.5% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling