+113.2%
PPL vs IQV
+511.9%
-398.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +2.7% | +2.3% | +0.4% | +2.1% |
| 30D | +0.5% | +13.4% | -13.0% | -2.5% |
| 3M | +0.7% | +43.3% | -42.6% | -8.0% |
| 6M | -7.6% | +50.5% | -58.1% | -17.2% |
| YTD | +1.8% | +18.8% | -17.0% | -3.8% |
| 1Y | -0.8% | +45.5% | -46.2% | -11.6% |
| 3Y | +56.9% | +19.4% | +37.5% | +43.3% |
| 5Y | +39.5% | +1.7% | +37.8% | +30.9% |
| 10Y | +55.4% | +247.9% | -192.5% | +2.5% |
| All | +113.2% | +511.9% | -398.7% | +28.7% |
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