+497.7%
PSA vs SSNC
+1,037.0%
-539.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.9% |
| 7D | -0.4% | -1.8% | +1.4% | 0.0% |
| 30D | -8.2% | +1.9% | -10.1% | -8.6% |
| 3M | -2.1% | +18.4% | -20.5% | -6.6% |
| 6M | -0.2% | +7.0% | -7.2% | -2.4% |
| YTD | +18.5% | -6.9% | +25.4% | +19.8% |
| 1Y | +6.6% | -8.2% | +14.7% | +7.9% |
| 3Y | +24.5% | +50.5% | -26.1% | +10.3% |
| 5Y | +13.6% | +17.4% | -3.8% | +5.9% |
| 10Y | +102.0% | +164.9% | -63.0% | +49.5% |
| All | +497.7% | +1,037.0% | -539.2% | +182.3% |
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