+202.0%
IONQ vs PCG
+6.2%
+195.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +24.2% |
| 7D | +8.6% | -1.6% | +10.2% | +9.1% |
| 30D | -21.1% | +1.4% | -22.5% | -21.7% |
| 3M | -17.9% | -23.4% | +5.5% | -10.4% |
| 6M | -37.9% | -19.4% | -18.6% | -34.6% |
| YTD | -27.3% | -18.5% | -8.8% | -24.5% |
| 1Y | -43.2% | -19.5% | -23.7% | -40.8% |
| 3Y | +191.0% | -21.0% | +212.0% | +211.9% |
| 5Y | +69.3% | +13.7% | +55.5% | +55.1% |
| All | +202.0% | +6.2% | +195.9% | +181.2% |
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