+1.6%
PG vs SSNC
+49.3%
-47.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -0.8% | -4.0% | +3.2% | -0.2% |
| 30D | +0.8% | +0.5% | +0.3% | +0.7% |
| 3M | -1.3% | +18.9% | -20.3% | -3.9% |
| 6M | -3.8% | +10.8% | -14.7% | -5.6% |
| YTD | +3.6% | -7.1% | +10.8% | +4.5% |
| 1Y | -5.7% | -9.6% | +3.9% | -4.6% |
| 3Y | +1.6% | +51.1% | -49.5% | -5.4% |
| All | +1.6% | +49.3% | -47.7% | -5.4% |
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