+269.5%
PBF vs IQV
+492.3%
-222.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.2% | +6.5% | +4.8% |
| 7D | +2.4% | +0.3% | +2.0% | +2.1% |
| 30D | +24.9% | +8.6% | +16.3% | +19.6% |
| 3M | +81.9% | +41.1% | +40.7% | +49.5% |
| 6M | +79.4% | +48.6% | +30.8% | +40.3% |
| YTD | +188.3% | +15.0% | +173.3% | +154.3% |
| 1Y | +177.3% | +38.1% | +139.1% | +118.4% |
| 3Y | +56.0% | +21.4% | +34.6% | +23.6% |
| 5Y | +804.0% | -1.0% | +805.1% | +672.4% |
| 10Y | +334.1% | +233.0% | +101.1% | +73.2% |
| All | +269.5% | +492.3% | -222.9% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling