-16.4%
PINS vs SSNC
+43.1%
-59.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.3% |
| 7D | -12.0% | +0.6% | -12.7% | -12.5% |
| 30D | -12.7% | +6.0% | -18.7% | -16.5% |
| 3M | -5.5% | +21.0% | -26.5% | -18.7% |
| 6M | +5.3% | +12.1% | -6.8% | -4.1% |
| YTD | -21.2% | -3.2% | -18.0% | -20.3% |
| 1Y | -45.0% | -4.4% | -40.7% | -44.2% |
| 3Y | -26.2% | +51.6% | -77.8% | -48.1% |
| 5Y | -64.0% | +21.1% | -85.0% | -69.8% |
| All | -16.4% | +43.1% | -59.5% | -44.9% |
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