-12.5%
PEP vs IQV
+18.7%
-31.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.9% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.7% | +8.6% | -7.9% | -0.1% |
| 3M | -0.5% | +41.1% | -41.6% | -3.6% |
| 6M | -11.3% | +48.6% | -59.9% | -14.6% |
| YTD | -0.6% | +15.0% | -15.6% | -2.3% |
| 1Y | +1.7% | +38.1% | -36.5% | -2.8% |
| 3Y | -12.5% | +21.4% | -33.9% | -18.4% |
| All | -12.5% | +18.7% | -31.2% | -18.4% |
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