+51.4%
PYPL vs SSNC
+200.3%
-148.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.3% |
| 7D | +2.7% | +0.6% | +2.0% | +2.3% |
| 30D | -4.9% | +6.0% | -10.9% | -8.4% |
| 3M | +28.9% | +21.0% | +7.9% | +13.3% |
| 6M | +18.2% | +12.1% | +6.2% | +9.0% |
| YTD | -5.0% | -3.2% | -1.8% | -3.0% |
| 1Y | -18.8% | -4.4% | -14.5% | -16.6% |
| 3Y | -12.6% | +51.6% | -64.2% | -33.1% |
| 5Y | -80.8% | +21.1% | -101.9% | -83.2% |
| 10Y | +49.9% | +177.7% | -127.8% | -17.7% |
| All | +51.4% | +200.3% | -148.9% | -23.6% |
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