+51.1%
SSNC vs PSLV
+165.9%
-114.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -4.0% | -3.5% | -0.6% | -4.0% |
| 30D | +0.5% | -2.1% | +2.7% | +0.6% |
| 3M | +18.9% | -1.6% | +20.6% | +19.0% |
| 6M | +10.8% | -25.5% | +36.3% | +11.8% |
| YTD | -7.1% | -11.4% | +4.3% | -8.2% |
| 1Y | -9.6% | +48.6% | -58.2% | -15.1% |
| 3Y | +51.1% | +166.9% | -115.8% | +29.9% |
| All | +51.1% | +165.9% | -114.8% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling