+681.3%
PTC vs SSNC
+1,082.2%
-400.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.9% | -5.4% |
| 7D | -10.3% | +0.6% | -10.9% | -10.6% |
| 30D | +1.1% | +6.0% | -4.9% | -2.0% |
| 3M | +1.6% | +21.0% | -19.4% | -8.7% |
| 6M | -13.5% | +12.1% | -25.6% | -19.0% |
| YTD | -19.1% | -3.2% | -15.8% | -17.9% |
| 1Y | -33.9% | -4.4% | -29.5% | -32.7% |
| 3Y | -3.9% | +51.6% | -55.5% | -25.3% |
| 5Y | +6.0% | +21.1% | -15.1% | -7.7% |
| 10Y | +223.7% | +177.7% | +46.1% | +77.6% |
| All | +681.3% | +1,082.2% | -400.9% | +74.0% |
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