-39.4%
PSKY vs SSNC
+67.1%
-106.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | -24.6% | +3.8% | -28.3% | -27.0% |
| 30D | -36.1% | +3.5% | -39.6% | -38.0% |
| 3M | -54.8% | 0.0% | -54.8% | -52.7% |
| 6M | -54.8% | 0.0% | -54.8% | -52.7% |
| YTD | -54.8% | 0.0% | -54.8% | -52.7% |
| 1Y | -58.4% | +7.2% | -65.6% | -57.9% |
| All | -39.4% | +67.1% | -106.5% | -59.2% |
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 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