+43.9%
IQV vs PNR
-36.1%
+80.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | -2.6% | -3.9% | +1.3% | -1.3% |
| 30D | +6.2% | -13.8% | +20.0% | +11.2% |
| 3M | +38.0% | -22.5% | +60.5% | +46.5% |
| 6M | +43.9% | -37.2% | +81.1% | +65.1% |
| All | +43.9% | -36.1% | +80.0% | +65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling