+211.8%
PM vs SSNC
+162.7%
+49.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -1.2% | -3.9% | +2.7% | -0.2% |
| 30D | -0.2% | -0.2% | 0.0% | -0.2% |
| 3M | +4.9% | +15.9% | -11.0% | +0.3% |
| 6M | +9.0% | +7.5% | +1.6% | +6.2% |
| YTD | +17.8% | -8.2% | +26.0% | +19.7% |
| 1Y | +16.8% | -9.3% | +26.2% | +18.9% |
| 3Y | +125.4% | +48.5% | +77.0% | +93.9% |
| 5Y | +128.7% | +16.0% | +112.7% | +108.6% |
| 10Y | +211.8% | +169.2% | +42.7% | +120.8% |
| All | +211.8% | +162.7% | +49.2% | +120.8% |
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