+150.1%
PEP vs IQV
+511.9%
-361.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.4% |
| 7D | -1.4% | +2.3% | -3.7% | -1.8% |
| 30D | +0.2% | +13.4% | -13.2% | -2.2% |
| 3M | -1.1% | +43.3% | -44.4% | -8.1% |
| 6M | -13.5% | +50.5% | -64.0% | -20.8% |
| YTD | -1.2% | +18.8% | -20.0% | -5.8% |
| 1Y | -1.6% | +45.5% | -47.0% | -10.4% |
| 3Y | -12.5% | +19.4% | -31.9% | -18.9% |
| 5Y | +3.0% | +1.7% | +1.3% | -2.5% |
| 10Y | +73.9% | +247.9% | -174.0% | +23.6% |
| All | +150.1% | +511.9% | -361.8% | +66.4% |
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 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