-5.5%
PEP vs IQV
+39.3%
-44.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.1% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | +11.8% | +4.0% | +7.8% | +11.3% |
| 3M | +3.7% | +12.2% | -8.5% | +2.5% |
| 6M | -4.3% | +54.9% | -59.2% | -8.0% |
| YTD | +2.1% | +20.3% | -18.1% | -0.1% |
| 1Y | +2.5% | +22.7% | -20.2% | 0.0% |
| All | -5.5% | +39.3% | -44.8% | -12.2% |
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 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