+25.0%
IQV vs PENG
+120.5%
-95.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.1% | +9.6% | +0.4% |
| 7D | -5.5% | -20.5% | +15.0% | -5.7% |
| 30D | -0.9% | -20.4% | +19.5% | -1.1% |
| 3M | +15.6% | -16.4% | +32.0% | +15.5% |
| 6M | +63.9% | +49.2% | +14.7% | +39.4% |
| YTD | +17.0% | +147.2% | -130.2% | -11.3% |
| 1Y | +25.0% | +124.7% | -99.6% | -5.2% |
| All | +25.0% | +120.5% | -95.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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