+9.5%
IQV vs PCOR
-33.1%
+42.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.3% |
| 7D | +0.3% | -6.9% | +7.3% | +2.4% |
| 30D | +8.6% | -1.5% | +10.1% | +8.8% |
| 3M | +41.1% | +18.5% | +22.6% | +33.6% |
| 6M | +48.6% | -4.7% | +53.2% | +47.6% |
| YTD | +15.0% | -22.8% | +37.8% | +20.8% |
| 1Y | +38.1% | -20.7% | +58.8% | +43.1% |
| 3Y | +21.4% | -14.6% | +35.9% | +18.8% |
| 5Y | -1.0% | -40.7% | +39.7% | -6.7% |
| All | +9.5% | -33.1% | +42.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling