+215.4%
IONQ vs PCG
+7.2%
+208.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +15.3% | -2.2% | +17.5% | +16.2% |
| 30D | -6.1% | -0.5% | -5.6% | -6.1% |
| 3M | -21.6% | -24.0% | +2.4% | -14.2% |
| 6M | -40.1% | -18.6% | -21.5% | -37.1% |
| YTD | -24.1% | -17.7% | -6.4% | -21.5% |
| 1Y | -37.4% | -20.0% | -17.4% | -34.4% |
| 3Y | +219.5% | -20.2% | +239.8% | +241.6% |
| 5Y | +76.9% | +8.4% | +68.6% | +62.4% |
| All | +215.4% | +7.2% | +208.1% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling