+54.0%
PPL vs SSNC
+164.2%
-110.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +1.0% |
| 7D | +1.8% | -1.8% | +3.6% | +2.3% |
| 30D | -1.1% | +1.9% | -3.0% | -1.7% |
| 3M | 0.0% | +18.4% | -18.4% | -5.3% |
| 6M | -7.6% | +7.0% | -14.5% | -10.0% |
| YTD | +1.7% | -6.9% | +8.7% | +3.0% |
| 1Y | +1.5% | -8.2% | +9.7% | +3.0% |
| 3Y | +55.3% | +50.5% | +4.7% | +32.7% |
| 5Y | +37.7% | +17.4% | +20.3% | +25.2% |
| 10Y | +54.0% | +164.9% | -110.9% | +13.1% |
| All | +54.0% | +164.2% | -110.2% | +13.1% |
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