+1,873.2%
PH vs SSNC
+1,022.7%
+850.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +1.7% | -1.9% | +3.6% | +2.3% |
| 3M | -8.1% | -0.2% | -8.0% | -8.7% |
| 6M | +11.5% | +19.4% | -7.9% | -0.3% |
| YTD | +11.4% | -8.1% | +19.5% | +12.9% |
| 1Y | +14.1% | -5.3% | +19.4% | +13.8% |
| 3Y | +138.2% | +56.9% | +81.3% | +80.3% |
| 5Y | +216.0% | +8.0% | +208.0% | +189.0% |
| 10Y | +710.0% | +183.6% | +526.4% | +366.8% |
| All | +1,873.2% | +1,022.7% | +850.5% | +455.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling