+25.0%
IQV vs PNR
-31.2%
+56.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.5% |
| 7D | -5.5% | +11.9% | -17.4% | -8.8% |
| 30D | -0.9% | +37.1% | -38.0% | -11.2% |
| 3M | +15.6% | +5.7% | +9.9% | +14.9% |
| 6M | +63.9% | -5.7% | +69.6% | +68.8% |
| YTD | +17.0% | -29.8% | +46.8% | +44.2% |
| 1Y | +25.0% | -31.8% | +56.8% | +56.8% |
| All | +25.0% | -31.2% | +56.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling