+529.6%
IQV vs PTC
+716.3%
-186.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -2.5% | +0.5% | -2.9% | -2.7% |
| 30D | +1.2% | +1.2% | 0.0% | +0.7% |
| 3M | +9.8% | +27.4% | -17.6% | -2.9% |
| 6M | +53.8% | +39.2% | +14.6% | +29.4% |
| YTD | +17.6% | +12.5% | +5.1% | +8.3% |
| 1Y | +18.6% | +12.3% | +6.3% | +9.2% |
| 3Y | +36.9% | +28.8% | +8.1% | +15.6% |
| 5Y | +4.1% | +60.9% | -56.8% | -21.1% |
| 10Y | +243.7% | +316.6% | -72.8% | +67.6% |
| All | +529.6% | +716.3% | -186.7% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling