-76.0%
PCG vs IQV
+242.6%
-318.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.9% |
| 7D | +2.2% | -2.5% | +4.6% | +2.9% |
| 30D | +0.8% | +1.2% | -0.4% | +0.1% |
| 3M | -23.8% | +9.8% | -33.6% | -26.5% |
| 6M | -19.6% | +53.8% | -73.4% | -31.6% |
| YTD | -16.7% | +17.6% | -34.3% | -23.5% |
| 1Y | -19.4% | +18.6% | -38.0% | -26.3% |
| 3Y | -18.3% | +36.9% | -55.2% | -32.9% |
| 5Y | +10.4% | +4.1% | +6.3% | -0.4% |
| All | -76.0% | +242.6% | -318.6% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling