+21.6%
IQV vs PFGC
+58.8%
-37.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | -2.2% | -4.8% | +2.5% | -0.7% |
| 30D | +8.3% | -12.5% | +20.8% | +13.1% |
| 3M | +44.6% | -9.7% | +54.3% | +49.5% |
| 6M | +52.6% | +7.0% | +45.5% | +48.8% |
| YTD | +16.1% | +4.5% | +11.7% | +13.2% |
| 1Y | +37.3% | -11.6% | +48.9% | +43.0% |
| 3Y | +21.6% | +58.5% | -36.9% | -4.5% |
| All | +21.6% | +58.8% | -37.3% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling