+125.1%
PM vs SSNC
+18.8%
+106.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.0% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | -2.6% | +1.9% | -4.5% | -3.0% |
| 3M | +5.8% | +18.4% | -12.6% | +2.1% |
| 6M | +10.6% | +7.0% | +3.6% | +8.8% |
| YTD | +17.2% | -6.9% | +24.1% | +18.7% |
| 1Y | +17.6% | -8.2% | +25.8% | +19.4% |
| 3Y | +124.3% | +50.5% | +73.7% | +96.4% |
| 5Y | +125.1% | +17.4% | +107.7% | +100.5% |
| All | +125.1% | +18.8% | +106.3% | +100.5% |
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