+548.5%
PNC vs SSNC
+1,037.0%
-488.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.7% |
| 7D | +2.3% | -1.8% | +4.1% | +3.1% |
| 30D | -3.8% | +1.9% | -5.7% | -4.8% |
| 3M | +7.8% | +18.4% | -10.6% | -1.2% |
| 6M | +19.7% | +7.0% | +12.7% | +14.7% |
| YTD | +19.1% | -6.9% | +26.0% | +21.2% |
| 1Y | +23.1% | -8.2% | +31.3% | +25.9% |
| 3Y | +132.1% | +50.5% | +81.6% | +87.6% |
| 5Y | +52.2% | +17.4% | +34.8% | +36.6% |
| 10Y | +271.4% | +164.9% | +106.5% | +132.1% |
| All | +548.5% | +1,037.0% | -488.4% | +124.2% |
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