+170.4%
PG vs IQV
+498.2%
-327.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.8% | -2.2% | +1.4% | -0.4% |
| 30D | +0.8% | +8.3% | -7.5% | -0.5% |
| 3M | -1.3% | +44.6% | -45.9% | -7.4% |
| 6M | -3.8% | +52.6% | -56.4% | -10.9% |
| YTD | +3.6% | +16.1% | -12.5% | 0.0% |
| 1Y | -5.7% | +37.3% | -43.0% | -11.9% |
| 3Y | +1.6% | +21.6% | -20.0% | -5.1% |
| 5Y | +14.6% | +0.5% | +14.1% | +9.6% |
| 10Y | +121.2% | +239.7% | -118.5% | +63.9% |
| All | +170.4% | +498.2% | -327.8% | +82.2% |
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 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