-62.9%
PCG vs IQV
+511.9%
-574.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.9% |
| 7D | -13.9% | +2.3% | -16.2% | -14.5% |
| 30D | -16.9% | +13.4% | -30.3% | -20.0% |
| 3M | -14.7% | +43.3% | -58.0% | -24.2% |
| 6M | -23.8% | +50.5% | -74.4% | -33.9% |
| YTD | -10.5% | +18.8% | -29.3% | -17.1% |
| 1Y | -5.1% | +45.5% | -50.6% | -18.4% |
| 3Y | -11.6% | +19.4% | -31.0% | -21.5% |
| 5Y | +59.0% | +1.7% | +57.3% | +46.5% |
| 10Y | -75.7% | +247.9% | -323.7% | -84.7% |
| All | -62.9% | +511.9% | -574.8% | -78.9% |
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