+208.8%
PM vs IQV
+236.7%
-27.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.9% | -5.3% | +7.2% | +2.9% |
| 30D | +1.9% | +5.5% | -3.6% | +0.9% |
| 3M | +4.6% | +41.2% | -36.7% | -1.9% |
| 6M | +11.7% | +50.5% | -38.9% | +2.9% |
| YTD | +20.4% | +14.1% | +6.2% | +16.5% |
| 1Y | +19.0% | +39.9% | -21.0% | +10.0% |
| 3Y | +130.4% | +20.5% | +109.9% | +114.1% |
| 5Y | +131.5% | -1.2% | +132.7% | +123.0% |
| All | +208.8% | +236.7% | -27.9% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling