-1.4%
IQV vs PTC
+0.8%
-2.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.7% |
| 7D | -2.6% | -13.6% | +11.0% | +4.1% |
| 30D | +6.2% | -14.7% | +20.8% | +13.9% |
| 3M | +38.0% | -5.9% | +43.9% | +39.8% |
| 6M | +43.9% | -21.1% | +65.1% | +58.7% |
| YTD | +14.0% | -26.0% | +40.0% | +29.6% |
| 1Y | +35.5% | -36.8% | +72.3% | +66.1% |
| 3Y | +20.3% | -10.3% | +30.6% | +16.8% |
| All | -1.4% | +0.8% | -2.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 5y: compounded portfolio wealth divided by compounded PTC 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…
5y analysis · Full analysis span regression · 6 months rolling