-20.3%
PNR vs SSNC
+19.2%
-39.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.4% |
| 7D | -6.0% | -4.0% | -2.0% | -3.5% |
| 30D | -14.0% | +0.5% | -14.5% | -14.3% |
| 3M | -21.7% | +18.9% | -40.6% | -30.7% |
| 6M | -37.3% | +10.8% | -48.1% | -42.0% |
| YTD | -45.1% | -7.1% | -38.0% | -42.7% |
| 1Y | -49.1% | -9.6% | -39.5% | -46.0% |
| 3Y | -14.8% | +51.1% | -65.9% | -38.9% |
| All | -20.3% | +19.2% | -39.5% | -35.9% |
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