+63.3%
PFGC vs SSNC
+49.6%
+13.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +2.0% | -0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | -15.8% | +1.9% | -17.7% | -16.4% |
| 3M | -0.6% | +18.4% | -19.0% | -6.5% |
| 6M | +10.7% | +7.0% | +3.7% | +8.0% |
| YTD | +7.6% | -6.9% | +14.6% | +11.3% |
| 1Y | -7.8% | -8.2% | +0.3% | -4.1% |
| All | +63.3% | +49.6% | +13.7% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling