-9.6%
SSNC vs PSLV
+49.9%
-59.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -4.0% | -3.5% | -0.6% | -4.1% |
| 30D | +0.5% | -2.1% | +2.7% | +0.5% |
| 3M | +18.9% | -1.6% | +20.6% | +19.1% |
| 6M | +10.8% | -25.5% | +36.3% | +10.7% |
| YTD | -7.1% | -11.4% | +4.3% | -6.1% |
| 1Y | -9.6% | +48.6% | -58.2% | -6.2% |
| All | -9.6% | +49.9% | -59.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling