+64.4%
PPL vs SSNC
+177.4%
-113.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.2% | -4.5% | +3.3% | +0.1% |
| 30D | +4.2% | -3.9% | +8.1% | +5.3% |
| 3M | +1.5% | -1.3% | +2.8% | +1.6% |
| 6M | +1.0% | +14.1% | -13.1% | -3.6% |
| YTD | +4.4% | -9.9% | +14.3% | +6.5% |
| 1Y | +0.8% | -6.2% | +7.0% | +1.4% |
| 3Y | +56.5% | +56.1% | +0.4% | +31.7% |
| 5Y | +47.7% | +5.4% | +42.3% | +38.8% |
| 10Y | +64.4% | +172.3% | -107.9% | +22.5% |
| All | +64.4% | +177.4% | -113.0% | +22.5% |
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 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