+802.0%
PBF vs IQV
-1.9%
+803.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.3% | -5.3% | +7.6% | +3.3% |
| 30D | +11.6% | +5.5% | +6.0% | +10.4% |
| 3M | +81.7% | +41.2% | +40.5% | +68.5% |
| 6M | +96.4% | +50.5% | +45.9% | +78.3% |
| YTD | +189.5% | +14.1% | +175.3% | +178.5% |
| 1Y | +180.7% | +39.9% | +140.8% | +154.7% |
| 3Y | +56.6% | +20.5% | +36.1% | +43.9% |
| 5Y | +802.0% | -1.2% | +803.2% | +727.5% |
| All | +802.0% | -1.9% | +803.9% | +727.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling