+2,521.4%
PWR vs SSNC
+173.6%
+2,347.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.4% |
| 7D | +4.2% | -4.0% | +8.2% | +6.0% |
| 30D | -4.0% | +0.5% | -4.6% | -4.5% |
| 3M | -4.8% | +18.9% | -23.7% | -13.4% |
| 6M | +14.6% | +10.8% | +3.8% | +7.0% |
| YTD | +54.2% | -7.1% | +61.4% | +55.6% |
| 1Y | +67.1% | -9.6% | +76.7% | +70.6% |
| 3Y | +218.5% | +51.1% | +167.4% | +147.2% |
| 5Y | +466.3% | +19.7% | +446.6% | +388.1% |
| All | +2,521.4% | +173.6% | +2,347.9% | +1,508.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling