+38.4%
PL vs SSNC
+7.5%
+30.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | +13.4% | -0.2% | +13.5% | +13.6% |
| 30D | -10.2% | -1.9% | -8.2% | -9.9% |
| 3M | -39.5% | -0.2% | -39.3% | -40.7% |
| 6M | -65.7% | +19.4% | -85.1% | -72.6% |
| YTD | -27.3% | -8.1% | -19.2% | -25.2% |
| 1Y | +15.0% | -5.3% | +20.3% | +14.9% |
| 3Y | +560.8% | +56.9% | +503.9% | +305.6% |
| 5Y | +38.4% | +8.0% | +30.4% | +32.7% |
| All | +38.4% | +7.5% | +30.9% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling