+511.0%
IQV vs PPG
+71.7%
+439.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.2% |
| 7D | -5.3% | -5.1% | -0.1% | -2.6% |
| 30D | +5.5% | -9.6% | +15.1% | +11.3% |
| 3M | +41.2% | -6.4% | +47.7% | +45.3% |
| 6M | +50.5% | +0.5% | +50.0% | +47.3% |
| YTD | +14.1% | +4.4% | +9.7% | +8.3% |
| 1Y | +39.9% | -0.9% | +40.8% | +36.5% |
| 3Y | +20.5% | -17.0% | +37.5% | +28.6% |
| 5Y | -1.2% | -23.7% | +22.4% | +8.2% |
| 10Y | +233.9% | +25.9% | +208.0% | +160.3% |
| All | +511.0% | +71.7% | +439.3% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 all: compounded portfolio wealth divided by compounded PPG 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…
all analysis · Full analysis span regression · 6 months rolling