+231.1%
IQV vs PENG
+661.7%
-430.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.3% | -6.7% | +1.2% |
| 7D | +7.9% | -3.8% | +11.7% | +7.6% |
| 30D | +7.3% | -40.1% | +47.4% | +14.0% |
| 3M | +16.8% | -21.8% | +38.6% | +18.1% |
| 6M | +56.0% | +3.3% | +52.7% | +43.5% |
| YTD | +23.7% | +133.6% | -109.9% | -3.2% |
| 1Y | +32.5% | +110.7% | -78.2% | +5.3% |
| 3Y | +45.3% | +204.3% | -159.0% | +2.3% |
| 5Y | +10.7% | +54.4% | -43.6% | -17.4% |
| All | +231.1% | +661.7% | -430.6% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling