+227.3%
PNR vs SSNC
+1,037.0%
-809.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -0.8% |
| 7D | -3.0% | -1.8% | -1.2% | -2.2% |
| 30D | -14.9% | +1.9% | -16.8% | -15.7% |
| 3M | -19.0% | +18.4% | -37.4% | -25.9% |
| 6M | -35.9% | +7.0% | -42.9% | -38.6% |
| YTD | -43.1% | -6.9% | -36.2% | -41.8% |
| 1Y | -46.4% | -8.2% | -38.2% | -44.9% |
| 3Y | -10.8% | +50.5% | -61.4% | -27.7% |
| 5Y | -18.9% | +17.4% | -36.2% | -26.6% |
| 10Y | +64.4% | +164.9% | -100.5% | +1.9% |
| All | +227.3% | +1,037.0% | -809.7% | -0.3% |
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