+1,149.3%
PSX vs SSNC
+683.4%
+465.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +6.4% | +1.4% | +5.1% | +5.8% |
| 30D | -10.2% | -2.6% | -7.5% | -9.4% |
| 3M | +17.2% | -0.6% | +17.8% | +17.0% |
| 6M | +51.8% | +19.9% | +31.9% | +39.1% |
| YTD | +108.0% | -8.2% | +116.2% | +111.3% |
| 1Y | +96.1% | -5.5% | +101.7% | +96.6% |
| 3Y | +155.9% | +56.8% | +99.1% | +103.3% |
| 5Y | +306.9% | +7.8% | +299.1% | +272.4% |
| 10Y | +364.5% | +183.3% | +181.2% | +181.8% |
| All | +1,149.3% | +683.4% | +465.9% | +449.9% |
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