+243.8%
PFG vs SSNC
+173.6%
+70.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | 0.0% |
| 7D | -0.4% | -4.0% | +3.6% | +2.0% |
| 30D | +2.9% | +0.5% | +2.4% | +2.5% |
| 3M | +6.7% | +18.9% | -12.2% | -4.7% |
| 6M | +33.8% | +10.8% | +22.9% | +24.1% |
| YTD | +35.0% | -7.1% | +42.1% | +38.9% |
| 1Y | +46.4% | -9.6% | +56.0% | +52.9% |
| 3Y | +71.7% | +51.1% | +20.6% | +29.4% |
| 5Y | +113.7% | +19.7% | +94.0% | +83.8% |
| All | +243.8% | +173.6% | +70.2% | +117.9% |
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