+1,842.9%
PH vs SSNC
+1,021.7%
+821.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +7.4% | +1.4% | +6.0% | +6.6% |
| 30D | +0.5% | -2.6% | +3.1% | +1.4% |
| 3M | -10.2% | -0.6% | -9.6% | -10.6% |
| 6M | +8.9% | +19.9% | -11.0% | -2.8% |
| YTD | +9.7% | -8.2% | +17.8% | +11.3% |
| 1Y | +12.8% | -5.5% | +18.4% | +12.7% |
| 3Y | +134.6% | +56.8% | +77.8% | +77.7% |
| 5Y | +204.5% | +7.8% | +196.7% | +178.8% |
| 10Y | +697.5% | +183.3% | +514.2% | +359.9% |
| All | +1,842.9% | +1,021.7% | +821.2% | +447.0% |
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