+535.9%
IQV vs PRU
+223.3%
+312.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.0% |
| 7D | +2.3% | +1.9% | +0.4% | +1.5% |
| 30D | +13.4% | +2.7% | +10.7% | +12.0% |
| 3M | +43.3% | +19.5% | +23.8% | +32.1% |
| 6M | +50.5% | +26.6% | +23.9% | +34.9% |
| YTD | +18.8% | +12.3% | +6.5% | +12.3% |
| 1Y | +45.5% | +18.0% | +27.4% | +34.3% |
| 3Y | +19.4% | +47.0% | -27.7% | -0.4% |
| 5Y | +1.7% | +48.4% | -46.7% | -16.4% |
| 10Y | +247.9% | +142.4% | +105.5% | +110.7% |
| All | +535.9% | +223.3% | +312.5% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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