+164.3%
PEP vs IQV
+505.9%
-341.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.7% |
| 7D | +2.9% | -2.5% | +5.4% | +3.4% |
| 30D | +12.5% | +1.2% | +11.3% | +12.1% |
| 3M | +4.5% | +9.8% | -5.2% | +2.4% |
| 6M | -0.5% | +53.8% | -54.3% | -9.1% |
| YTD | +4.4% | +17.6% | -13.2% | -0.4% |
| 1Y | +4.4% | +18.6% | -14.2% | -0.7% |
| 3Y | -3.4% | +36.9% | -40.3% | -13.4% |
| 5Y | +5.2% | +4.1% | +1.1% | -1.3% |
| 10Y | +92.1% | +243.7% | -151.6% | +36.6% |
| All | +164.3% | +505.9% | -341.5% | +75.8% |
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