+269.6%
PM vs IQV
+511.9%
-242.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.7% |
| 7D | -4.9% | +2.3% | -7.2% | -5.3% |
| 30D | -3.4% | +13.4% | -16.8% | -5.5% |
| 3M | +5.2% | +43.3% | -38.1% | -1.6% |
| 6M | +3.7% | +50.5% | -46.8% | -4.4% |
| YTD | +15.8% | +18.8% | -3.0% | +11.2% |
| 1Y | +17.4% | +45.5% | -28.1% | +7.8% |
| 3Y | +116.9% | +19.4% | +97.6% | +102.9% |
| 5Y | +117.3% | +1.7% | +115.6% | +107.8% |
| 10Y | +193.8% | +247.9% | -54.2% | +98.8% |
| All | +269.6% | +511.9% | -242.3% | +126.0% |
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