+510.3%
IQV vs PSKY
-72.0%
+582.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +0.1% |
| 7D | -2.6% | -6.8% | +4.2% | -1.3% |
| 30D | +6.2% | +10.2% | -4.1% | +4.2% |
| 3M | +38.0% | +0.3% | +37.7% | +37.5% |
| 6M | +43.9% | -7.8% | +51.7% | +45.1% |
| YTD | +14.0% | -23.0% | +37.0% | +18.3% |
| 1Y | +35.5% | -31.6% | +67.2% | +42.1% |
| 3Y | +20.3% | -21.3% | +41.7% | +15.8% |
| 5Y | -1.6% | -71.5% | +69.8% | +12.1% |
| 10Y | +233.4% | -75.6% | +309.1% | +200.2% |
| All | +510.3% | -72.0% | +582.3% | +417.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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