-1.2%
IQV vs PFGC
+105.5%
-106.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | -5.3% | -4.8% | -0.4% | -3.7% |
| 30D | +5.5% | -17.2% | +22.7% | +12.1% |
| 3M | +41.2% | -6.3% | +47.6% | +44.2% |
| 6M | +50.5% | +8.8% | +41.7% | +45.9% |
| YTD | +14.1% | +4.9% | +9.2% | +11.2% |
| 1Y | +39.9% | -9.5% | +49.4% | +43.2% |
| 3Y | +20.5% | +59.6% | -39.1% | +0.1% |
| 5Y | -1.2% | +113.5% | -114.7% | -25.6% |
| All | -1.2% | +105.5% | -106.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling