+797.1%
PH vs SSNC
+170.4%
+626.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.1% |
| 7D | 0.0% | -3.9% | +3.9% | +2.3% |
| 30D | -10.3% | -0.2% | -10.1% | -10.4% |
| 3M | +5.1% | +15.9% | -10.9% | -5.1% |
| 6M | +2.3% | +7.5% | -5.2% | -3.9% |
| YTD | +8.7% | -8.2% | +16.9% | +11.4% |
| 1Y | +26.8% | -9.3% | +36.1% | +30.5% |
| 3Y | +139.2% | +48.5% | +90.7% | +78.7% |
| 5Y | +251.1% | +16.0% | +235.1% | +202.0% |
| All | +797.1% | +170.4% | +626.7% | +456.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling