+140.8%
PH vs SSNC
+51.8%
+89.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.9% |
| 7D | +0.4% | -1.8% | +2.2% | +1.1% |
| 30D | -10.8% | +1.9% | -12.7% | -11.6% |
| 3M | +8.5% | +18.4% | -9.9% | +0.1% |
| 6M | +3.9% | +7.0% | -3.0% | +1.0% |
| YTD | +9.4% | -6.9% | +16.4% | +15.2% |
| 1Y | +26.8% | -8.2% | +35.0% | +34.5% |
| 3Y | +140.8% | +50.5% | +90.3% | +74.2% |
| All | +140.8% | +51.8% | +89.0% | +74.2% |
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