+1,173.9%
PH vs IQV
+505.9%
+668.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.8% |
| 7D | +4.1% | -2.5% | +6.6% | +5.3% |
| 30D | -0.1% | +1.2% | -1.3% | -0.8% |
| 3M | -9.6% | +9.8% | -19.3% | -14.0% |
| 6M | +8.5% | +53.8% | -45.3% | -14.1% |
| YTD | +9.4% | +17.6% | -8.2% | -3.4% |
| 1Y | +14.2% | +18.6% | -4.4% | +0.3% |
| 3Y | +134.0% | +36.9% | +97.1% | +80.9% |
| 5Y | +203.8% | +4.1% | +199.7% | +166.6% |
| 10Y | +695.6% | +243.7% | +451.9% | +289.8% |
| All | +1,173.9% | +505.9% | +668.0% | +433.4% |
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