+154.3%
PSX vs SSNC
+57.7%
+96.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +6.4% | +1.4% | +5.1% | +6.1% |
| 30D | -10.2% | -2.6% | -7.5% | -9.8% |
| 3M | +17.2% | -0.6% | +17.8% | +17.0% |
| 6M | +51.8% | +19.9% | +31.9% | +43.5% |
| YTD | +108.0% | -8.2% | +116.2% | +115.6% |
| 1Y | +96.1% | -5.5% | +101.7% | +100.5% |
| All | +154.3% | +57.7% | +96.5% | +125.2% |
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