-36.4%
IONQ vs PCG
-19.5%
-16.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -6.2% |
| 7D | -11.5% | +2.2% | -13.6% | -11.3% |
| 30D | -8.1% | +0.8% | -8.8% | -7.9% |
| 3M | -35.8% | -23.8% | -12.0% | -37.0% |
| 6M | -47.7% | -19.6% | -28.1% | -48.1% |
| YTD | -35.6% | -16.7% | -18.9% | -30.2% |
| 1Y | -36.4% | -19.4% | -17.0% | -27.4% |
| All | -36.4% | -19.5% | -16.9% | -27.4% |
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