+253.8%
PH vs SSNC
+18.8%
+235.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +1.3% |
| 7D | +0.4% | -1.8% | +2.2% | +1.3% |
| 30D | -10.8% | +1.9% | -12.7% | -11.9% |
| 3M | +8.5% | +18.4% | -9.9% | -2.2% |
| 6M | +3.9% | +7.0% | -3.0% | -1.0% |
| YTD | +9.4% | -6.9% | +16.4% | +13.0% |
| 1Y | +26.8% | -8.2% | +35.0% | +31.6% |
| 3Y | +140.8% | +50.5% | +90.3% | +76.4% |
| 5Y | +253.8% | +17.4% | +236.4% | +200.7% |
| All | +253.8% | +18.8% | +235.0% | +200.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling