+255.5%
PR vs SSNC
+7.5%
+248.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -4.6% | -1.9% | -2.7% | -4.4% |
| 3M | +4.7% | -0.2% | +4.8% | +3.8% |
| 6M | +12.4% | +19.4% | -7.0% | +1.1% |
| YTD | +62.9% | -8.1% | +71.0% | +67.3% |
| 1Y | +70.6% | -5.3% | +75.9% | +71.6% |
| 3Y | +90.0% | +56.9% | +33.1% | +35.5% |
| 5Y | +255.5% | +8.0% | +247.5% | +200.8% |
| All | +255.5% | +7.5% | +248.0% | +200.8% |
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