+249.7%
PFE vs SSNC
+1,082.2%
-832.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.0% |
| 7D | +1.8% | +0.6% | +1.1% | +1.6% |
| 30D | +10.2% | +6.0% | +4.2% | +8.6% |
| 3M | +12.7% | +21.0% | -8.3% | +7.2% |
| 6M | +10.5% | +12.1% | -1.5% | +7.0% |
| YTD | +20.2% | -3.2% | +23.4% | +20.3% |
| 1Y | +24.1% | -4.4% | +28.4% | +24.5% |
| 3Y | -3.6% | +51.6% | -55.2% | -14.0% |
| 5Y | -20.9% | +21.1% | -42.0% | -26.6% |
| 10Y | +35.8% | +177.7% | -141.8% | +0.7% |
| All | +249.7% | +1,082.2% | -832.5% | +77.1% |
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