+14.8%
IQV vs PCOR
-10.3%
+25.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +1.7% | +22.7% | -21.0% | -4.4% |
| 30D | +5.3% | +37.5% | -32.1% | -4.1% |
| 3M | +17.0% | +35.2% | -18.2% | +6.5% |
| 6M | +54.0% | +42.2% | +11.8% | +37.1% |
| YTD | +20.6% | +3.6% | +17.0% | +15.8% |
| 1Y | +28.9% | -4.8% | +33.7% | +26.6% |
| 3Y | +37.0% | +48.3% | -11.3% | +15.4% |
| 5Y | +10.0% | -20.1% | +30.0% | -5.2% |
| All | +14.8% | -10.3% | +25.1% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling