-1.0%
IQV vs PENG
+107.7%
-108.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +0.3% | +7.8% | -7.5% | -0.6% |
| 30D | +8.6% | -12.2% | +20.8% | +10.0% |
| 3M | +41.1% | -20.6% | +61.7% | +41.3% |
| 6M | +48.6% | +180.9% | -132.4% | +14.9% |
| YTD | +15.0% | +162.3% | -147.3% | -10.1% |
| 1Y | +38.1% | +107.3% | -69.2% | +11.7% |
| 3Y | +21.4% | +110.8% | -89.4% | -10.3% |
| 5Y | -1.0% | +117.8% | -118.9% | -31.2% |
| All | -1.0% | +107.7% | -108.7% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling