+595.6%
PFG vs SSNC
+1,082.2%
-486.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -0.9% |
| 7D | +5.5% | +0.6% | +4.9% | +5.2% |
| 30D | +2.4% | +6.0% | -3.7% | -1.0% |
| 3M | +13.6% | +21.0% | -7.4% | +1.2% |
| 6M | +27.9% | +12.1% | +15.8% | +18.5% |
| YTD | +35.6% | -3.2% | +38.8% | +35.9% |
| 1Y | +48.5% | -4.4% | +52.8% | +49.5% |
| 3Y | +66.9% | +51.6% | +15.2% | +28.6% |
| 5Y | +111.0% | +21.1% | +89.9% | +82.9% |
| 10Y | +244.5% | +177.7% | +66.8% | +86.2% |
| All | +595.6% | +1,082.2% | -486.6% | +56.0% |
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