+193.2%
PPL vs SSNC
+998.3%
-805.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.4% | -3.3% | +3.8% | +1.2% |
| 30D | +5.4% | -1.3% | +6.7% | +5.6% |
| 3M | +4.3% | -2.3% | +6.6% | +4.6% |
| 6M | -1.3% | +12.6% | -14.0% | -4.5% |
| YTD | +4.7% | -10.1% | +14.8% | +6.3% |
| 1Y | +1.3% | -6.6% | +7.8% | +1.8% |
| 3Y | +57.2% | +54.0% | +3.3% | +39.4% |
| 5Y | +48.2% | +7.0% | +41.3% | +41.2% |
| 10Y | +62.7% | +176.7% | -114.0% | +27.9% |
| All | +193.2% | +998.3% | -805.1% | +84.9% |
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