+782.8%
PH vs SSNC
+169.0%
+613.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -3.1% | -6.7% | +3.6% | +0.9% |
| 30D | -11.8% | -0.8% | -11.0% | -11.5% |
| 3M | +6.9% | +16.1% | -9.1% | -3.5% |
| 6M | -1.3% | +7.9% | -9.2% | -7.5% |
| YTD | +7.0% | -8.7% | +15.7% | +10.0% |
| 1Y | +23.1% | -9.5% | +32.6% | +26.8% |
| 3Y | +135.4% | +47.7% | +87.7% | +76.4% |
| 5Y | +250.3% | +17.6% | +232.7% | +198.6% |
| All | +782.8% | +169.0% | +613.9% | +449.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling