+222.8%
IQV vs PENG
+597.2%
-374.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.4% | -9.8% | +0.8% |
| 7D | +1.7% | -19.4% | +21.1% | +4.1% |
| 30D | +5.3% | -42.4% | +47.7% | +12.5% |
| 3M | +17.0% | -25.6% | +42.6% | +19.1% |
| 6M | +54.0% | +7.3% | +46.8% | +39.9% |
| YTD | +20.6% | +113.9% | -93.3% | -4.4% |
| 1Y | +28.9% | +93.6% | -64.7% | +3.7% |
| 3Y | +37.0% | +170.2% | -133.2% | -1.7% |
| 5Y | +10.0% | +44.2% | -34.2% | -17.2% |
| All | +222.8% | +597.2% | -374.4% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling