+40.1%
PYPL vs SSNC
+173.6%
-133.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.4% |
| 7D | -2.3% | -4.0% | +1.8% | +0.5% |
| 30D | -9.0% | +0.5% | -9.6% | -9.3% |
| 3M | +30.6% | +18.9% | +11.7% | +15.7% |
| 6M | +18.6% | +10.8% | +7.7% | +9.8% |
| YTD | -7.2% | -7.1% | 0.0% | -2.5% |
| 1Y | -19.3% | -9.6% | -9.6% | -13.8% |
| 3Y | -12.3% | +51.1% | -63.3% | -33.3% |
| 5Y | -80.9% | +19.7% | -100.6% | -83.2% |
| All | +40.1% | +173.6% | -133.5% | -17.8% |
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