+272.5%
PM vs SSNC
+184.6%
+87.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.5% | +2.3% | -1.8% | -0.1% |
| 30D | -3.2% | -3.1% | -0.1% | -2.5% |
| 3M | +6.2% | -2.7% | +9.0% | +6.8% |
| 6M | +7.7% | +23.7% | -16.0% | +0.9% |
| YTD | +27.3% | -8.0% | +35.3% | +29.0% |
| 1Y | +32.8% | -4.7% | +37.5% | +33.1% |
| 3Y | +150.0% | +58.0% | +92.0% | +110.8% |
| 5Y | +164.2% | +8.0% | +156.3% | +146.7% |
| All | +272.5% | +184.6% | +87.9% | +173.7% |
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