+56.6%
PPL vs SSNC
+57.9%
-1.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +3.0% | -1.9% | +4.9% | +3.3% |
| 3M | +1.1% | -0.2% | +1.3% | +1.0% |
| 6M | -0.8% | +19.4% | -20.2% | -4.3% |
| YTD | +3.5% | -8.1% | +11.6% | +5.5% |
| 1Y | -0.9% | -5.3% | +4.4% | +0.2% |
| All | +56.6% | +57.9% | -1.3% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling