+62.8%
PNR vs SSNC
+173.6%
-110.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | -6.0% | -4.0% | -2.0% | -3.9% |
| 30D | -14.0% | +0.5% | -14.5% | -14.2% |
| 3M | -21.7% | +18.9% | -40.6% | -29.3% |
| 6M | -37.3% | +10.8% | -48.1% | -41.4% |
| YTD | -45.1% | -7.1% | -38.0% | -43.5% |
| 1Y | -49.1% | -9.6% | -39.5% | -47.0% |
| 3Y | -14.8% | +51.1% | -65.9% | -33.2% |
| 5Y | -21.0% | +19.7% | -40.7% | -30.8% |
| All | +62.8% | +173.6% | -110.7% | +10.2% |
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 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