+169.5%
PR vs SSNC
+209.0%
-39.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.5% |
| 30D | +18.0% | +6.0% | +12.0% | +14.4% |
| 3M | +16.9% | +21.0% | -4.1% | +4.5% |
| 6M | +28.2% | +12.1% | +16.1% | +18.5% |
| YTD | +69.3% | -3.2% | +72.6% | +68.3% |
| 1Y | +69.5% | -4.4% | +73.9% | +68.6% |
| 3Y | +81.7% | +51.6% | +30.1% | +37.4% |
| 5Y | +422.2% | +21.1% | +401.2% | +341.9% |
| 10Y | +110.4% | +177.7% | -67.3% | +62.5% |
| All | +169.5% | +209.0% | -39.5% | +108.8% |
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 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