+39.4%
PPL vs SSNC
+21.4%
+18.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.7% | +0.6% | +2.0% | +2.5% |
| 30D | +0.5% | +6.0% | -5.6% | -1.0% |
| 3M | +0.7% | +21.0% | -20.3% | -4.3% |
| 6M | -7.6% | +12.1% | -19.7% | -10.6% |
| YTD | +1.8% | -3.2% | +5.1% | +2.5% |
| 1Y | -0.8% | -4.4% | +3.6% | +0.1% |
| 3Y | +56.9% | +51.6% | +5.3% | +34.5% |
| All | +39.4% | +21.4% | +18.0% | +22.6% |
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