+39.5%
PL vs SSNC
+17.8%
+21.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +10.0% | +2.3% | +7.7% | +8.2% |
| 30D | -2.3% | -3.1% | +0.8% | -0.9% |
| 3M | -44.2% | -2.7% | -41.5% | -44.1% |
| 6M | -66.1% | +23.7% | -89.8% | -73.5% |
| YTD | -30.0% | -8.0% | -21.9% | -28.1% |
| 1Y | +21.0% | -4.7% | +25.7% | +20.1% |
| 3Y | +516.5% | +58.0% | +458.5% | +293.9% |
| 5Y | +32.0% | +8.0% | +24.1% | +15.9% |
| All | +39.5% | +17.8% | +21.7% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling