+1,183.1%
PH vs IQV
+511.9%
+671.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -3.1% | +2.3% | -5.4% | -4.1% |
| 30D | -3.2% | +13.4% | -16.7% | -9.1% |
| 3M | +10.6% | +43.3% | -32.7% | -8.4% |
| 6M | -2.1% | +50.5% | -52.7% | -22.1% |
| YTD | +10.2% | +18.8% | -8.6% | -2.8% |
| 1Y | +28.2% | +45.5% | -17.2% | +1.0% |
| 3Y | +134.9% | +19.4% | +115.5% | +97.0% |
| 5Y | +253.6% | +1.7% | +251.9% | +215.5% |
| 10Y | +804.7% | +247.9% | +556.8% | +342.8% |
| All | +1,183.1% | +511.9% | +671.2% | +437.1% |
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