+205.1%
IQV vs PENG
+751.0%
-545.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.6% | +7.3% | -9.9% | -3.7% |
| 30D | +6.2% | -7.5% | +13.7% | +7.1% |
| 3M | +38.0% | -17.2% | +55.2% | +37.2% |
| 6M | +43.9% | +176.7% | -132.8% | +12.3% |
| YTD | +14.0% | +161.0% | -147.0% | -10.3% |
| 1Y | +35.5% | +108.8% | -73.3% | +10.1% |
| 3Y | +20.3% | +109.8% | -89.4% | -9.8% |
| 5Y | -1.6% | +111.7% | -113.4% | -29.2% |
| All | +205.1% | +751.0% | -545.9% | +76.5% |
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