+83.0%
PL vs SSNC
+23.9%
+59.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.3% |
| 7D | -9.3% | +0.6% | -9.9% | -9.9% |
| 30D | -18.9% | +6.0% | -25.0% | -23.0% |
| 3M | -58.4% | +21.0% | -79.3% | -65.7% |
| 6M | -30.3% | +12.1% | -42.4% | -38.7% |
| YTD | -8.1% | -3.2% | -4.9% | -7.9% |
| 1Y | +180.5% | -4.4% | +184.9% | +185.0% |
| 3Y | +444.1% | +51.6% | +392.5% | +266.3% |
| 5Y | +83.0% | +21.1% | +61.9% | +56.4% |
| All | +83.0% | +23.9% | +59.1% | +55.9% |
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