-81.3%
PYPL vs SSNC
+17.5%
-98.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -0.1% |
| 7D | +1.7% | -1.8% | +3.5% | +3.3% |
| 30D | -9.7% | +1.9% | -11.7% | -11.1% |
| 3M | +29.2% | +18.4% | +10.8% | +11.6% |
| 6M | +13.9% | +7.0% | +6.9% | +6.7% |
| YTD | -8.1% | -6.9% | -1.2% | -2.1% |
| 1Y | -21.4% | -8.2% | -13.2% | -15.4% |
| 3Y | -11.8% | +50.5% | -62.3% | -39.6% |
| All | -81.3% | +17.5% | -98.8% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling