+567.4%
PSA vs SSNC
+1,021.7%
-454.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | +15.6% | -2.6% | +18.2% | +16.2% |
| 3M | +4.1% | -0.6% | +4.7% | +4.1% |
| 6M | +9.2% | +19.9% | -10.7% | +3.7% |
| YTD | +32.3% | -8.2% | +40.5% | +34.0% |
| 1Y | +26.2% | -5.5% | +31.7% | +26.8% |
| 3Y | +53.7% | +56.8% | -3.1% | +34.6% |
| 5Y | +26.6% | +7.8% | +18.8% | +20.3% |
| 10Y | +132.8% | +183.3% | -50.5% | +69.5% |
| All | +567.4% | +1,021.7% | -454.3% | +215.8% |
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