+1,852.3%
PH vs SSNC
+1,082.2%
+770.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -3.2% | +6.0% | -9.3% | -6.2% |
| 3M | +10.6% | +21.0% | -10.4% | -1.0% |
| 6M | -2.1% | +12.1% | -14.2% | -9.3% |
| YTD | +10.2% | -3.2% | +13.4% | +9.4% |
| 1Y | +28.2% | -4.4% | +32.6% | +27.7% |
| 3Y | +134.9% | +51.6% | +83.3% | +82.5% |
| 5Y | +253.6% | +21.1% | +232.5% | +206.3% |
| 10Y | +804.7% | +177.7% | +627.0% | +425.2% |
| All | +1,852.3% | +1,082.2% | +770.1% | +438.0% |
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