+455.3%
PL vs SSNC
+54.4%
+400.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.1% | +10.9% |
| 7D | -6.8% | -3.3% | -3.5% | -4.7% |
| 30D | -29.3% | -1.3% | -28.0% | -29.7% |
| 3M | -44.8% | -2.3% | -42.4% | -45.1% |
| 6M | -68.4% | +12.6% | -81.0% | -73.0% |
| YTD | -36.4% | -10.1% | -26.3% | -29.9% |
| 1Y | +0.7% | -6.6% | +7.3% | +5.6% |
| 3Y | +455.3% | +54.0% | +401.3% | +155.0% |
| All | +455.3% | +54.4% | +400.9% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling