-33.5%
PSKY vs SSNC
+1,088.1%
-1,121.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | -24.6% | +3.8% | -28.3% | -26.1% |
| 30D | -36.1% | +3.5% | -39.6% | -37.3% |
| 3M | -54.8% | 0.0% | -54.8% | -53.3% |
| 6M | -54.8% | 0.0% | -54.8% | -53.3% |
| YTD | -54.8% | 0.0% | -54.8% | -53.3% |
| 1Y | -58.4% | +7.2% | -65.6% | -58.5% |
| 3Y | -40.7% | +69.1% | -109.8% | -53.7% |
| 5Y | -80.0% | +24.4% | -104.4% | -81.9% |
| 10Y | -84.4% | +193.9% | -278.3% | -90.9% |
| All | -33.5% | +1,088.1% | -1,121.6% | -81.9% |
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