+147.8%
PR vs SSNC
+189.3%
-41.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.1% |
| 7D | -16.5% | -2.8% | -13.7% | -15.3% |
| 30D | -4.5% | +0.4% | -4.9% | -5.3% |
| 3M | +8.5% | -0.7% | +9.3% | +8.1% |
| 6M | -3.3% | +13.9% | -17.2% | -11.7% |
| YTD | +55.7% | -9.4% | +65.1% | +59.0% |
| 1Y | +82.0% | -7.4% | +89.4% | +83.2% |
| 3Y | +62.5% | +55.7% | +6.8% | +20.0% |
| 5Y | +223.9% | +7.8% | +216.1% | +190.2% |
| 10Y | +64.2% | +178.8% | -114.6% | +31.0% |
| All | +147.8% | +189.3% | -41.5% | +97.4% |
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