+214.8%
IQV vs PENG
+689.3%
-474.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -1.4% |
| 7D | -2.5% | +13.2% | -15.7% | -4.3% |
| 30D | +1.2% | -29.9% | +31.1% | +5.2% |
| 3M | +9.8% | -22.2% | +32.0% | +11.1% |
| 6M | +53.8% | -1.9% | +55.7% | +43.0% |
| YTD | +17.6% | +142.1% | -124.5% | -8.5% |
| 1Y | +18.6% | +151.5% | -132.9% | -8.5% |
| 3Y | +36.9% | +206.9% | -170.0% | -3.7% |
| 5Y | +4.1% | +58.2% | -54.1% | -22.7% |
| All | +214.8% | +689.3% | -474.5% | +80.0% |
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