+236.7%
IQV vs PFGC
+292.9%
-56.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | -2.2% | -4.8% | +2.5% | -1.1% |
| 30D | +8.3% | -12.5% | +20.8% | +11.6% |
| 3M | +44.6% | -9.7% | +54.3% | +47.9% |
| 6M | +52.6% | +7.0% | +45.5% | +49.9% |
| YTD | +16.1% | +4.5% | +11.7% | +14.2% |
| 1Y | +37.3% | -11.6% | +48.9% | +40.0% |
| 3Y | +21.6% | +58.5% | -36.9% | +8.2% |
| 5Y | +0.5% | +112.6% | -112.1% | -17.2% |
| All | +236.7% | +292.9% | -56.2% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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