-44.7%
IONQ vs PCG
-14.1%
-30.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.4% |
| 7D | -8.9% | +1.9% | -10.8% | -8.8% |
| 30D | -31.3% | +8.5% | -39.8% | -30.8% |
| 3M | -29.2% | -22.9% | -6.3% | -30.6% |
| 6M | -35.4% | -16.8% | -18.7% | -35.7% |
| YTD | -34.2% | -15.8% | -18.4% | -29.2% |
| 1Y | -44.7% | -16.0% | -28.7% | -37.0% |
| All | -44.7% | -14.1% | -30.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling