-75.1%
PSKY vs SSNC
+173.6%
-248.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.2% |
| 7D | -2.4% | -4.0% | +1.6% | -0.2% |
| 30D | +11.6% | +0.5% | +11.1% | +11.2% |
| 3M | +1.5% | +18.9% | -17.4% | -8.3% |
| 6M | +7.7% | +10.8% | -3.1% | +0.6% |
| YTD | -20.1% | -7.1% | -13.0% | -18.0% |
| 1Y | -38.3% | -9.6% | -28.7% | -36.1% |
| 3Y | -17.7% | +51.1% | -68.8% | -37.2% |
| 5Y | -69.9% | +19.7% | -89.5% | -74.2% |
| All | -75.1% | +173.6% | -248.7% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling