+3.5%
PSKY vs SSNC
+1,037.0%
-1,033.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | +1.3% |
| 7D | +2.4% | -1.8% | +4.2% | +3.2% |
| 30D | +17.5% | +1.9% | +15.6% | +16.4% |
| 3M | +4.4% | +18.4% | -13.9% | -4.8% |
| 6M | -9.0% | +7.0% | -16.0% | -13.0% |
| YTD | -18.6% | -6.9% | -11.7% | -16.8% |
| 1Y | -27.7% | -8.2% | -19.6% | -26.0% |
| 3Y | -16.9% | +50.5% | -67.4% | -34.6% |
| 5Y | -70.3% | +17.4% | -87.7% | -73.6% |
| 10Y | -74.9% | +164.9% | -239.9% | -85.4% |
| All | +3.5% | +1,037.0% | -1,033.5% | -72.6% |
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