-19.4%
PSKY vs SSNC
+46.7%
-66.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -6.0% | -6.7% | +0.8% | -3.1% |
| 30D | +10.7% | -0.8% | +11.5% | +11.0% |
| 3M | +1.2% | +16.1% | -14.9% | -5.8% |
| 6M | +1.5% | +7.9% | -6.5% | -2.3% |
| YTD | -21.8% | -8.7% | -13.1% | -18.1% |
| 1Y | -30.2% | -9.5% | -20.7% | -26.7% |
| All | -19.4% | +46.7% | -66.2% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling