-36.2%
IONQ vs PCG
-19.4%
-16.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +8.5% |
| 7D | +25.5% | -1.1% | +26.5% | +25.3% |
| 30D | -11.4% | +0.1% | -11.5% | -11.4% |
| 3M | -20.5% | -24.4% | +4.0% | -22.1% |
| 6M | -28.2% | -17.7% | -10.6% | -28.5% |
| YTD | -21.2% | -17.4% | -3.8% | -15.2% |
| All | -36.2% | -19.4% | -16.8% | -24.8% |
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