+55.7%
PBF vs IQV
+19.8%
+35.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +1.4% | -2.6% | +4.0% | +1.7% |
| 30D | +15.8% | +6.2% | +9.7% | +14.8% |
| 3M | +90.3% | +38.0% | +52.3% | +79.7% |
| 6M | +102.8% | +43.9% | +58.9% | +89.1% |
| YTD | +187.3% | +14.0% | +173.3% | +180.0% |
| 1Y | +161.8% | +35.5% | +126.3% | +143.0% |
| All | +55.7% | +19.8% | +35.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 3y: compounded portfolio wealth divided by compounded IQV 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…
3y analysis · Full analysis span regression · 6 months rolling