+19.4%
SSNC vs PSLV
+154.2%
-134.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -4.0% | -3.5% | -0.6% | -3.9% |
| 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% | +12.6% |
| YTD | -7.1% | -11.4% | +4.3% | -8.7% |
| 1Y | -9.6% | +48.6% | -58.2% | -17.1% |
| 3Y | +51.1% | +166.9% | -115.8% | +25.1% |
| All | +19.4% | +154.2% | -134.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling