+677.1%
PLD vs SSNC
+998.3%
-321.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | -0.8% | -3.3% | +2.5% | +0.6% |
| 30D | -0.3% | -1.3% | +1.0% | 0.0% |
| 3M | -8.0% | -2.3% | -5.7% | -7.6% |
| 6M | -9.8% | +12.6% | -22.4% | -15.1% |
| YTD | +1.8% | -10.1% | +11.9% | +4.3% |
| 1Y | +5.6% | -6.6% | +12.2% | +6.4% |
| 3Y | +33.3% | +54.0% | -20.7% | +8.4% |
| 5Y | +0.3% | +7.0% | -6.7% | -6.2% |
| 10Y | +241.6% | +176.7% | +64.9% | +111.6% |
| All | +677.1% | +998.3% | -321.1% | +133.6% |
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