+576.9%
PFG vs SSNC
+1,023.6%
-446.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.4% | +2.3% | +0.1% | +1.1% |
| 30D | +5.9% | -3.1% | +9.0% | +7.4% |
| 3M | -0.4% | -2.7% | +2.3% | +0.7% |
| 6M | +14.8% | +23.7% | -8.8% | +0.5% |
| YTD | +31.9% | -8.0% | +39.9% | +35.6% |
| 1Y | +38.8% | -4.7% | +43.5% | +39.7% |
| 3Y | +82.4% | +58.0% | +24.4% | +36.6% |
| 5Y | +94.7% | +8.0% | +86.7% | +79.5% |
| 10Y | +187.0% | +183.8% | +3.2% | +53.6% |
| All | +576.9% | +1,023.6% | -446.6% | +55.7% |
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