-43.2%
IONQ vs PCG
-20.1%
-23.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +23.2% |
| 7D | +8.6% | -1.6% | +10.2% | +8.4% |
| 30D | -21.1% | +1.4% | -22.5% | -21.0% |
| 3M | -17.9% | -23.4% | +5.5% | -19.2% |
| 6M | -37.9% | -19.4% | -18.6% | -38.4% |
| YTD | -27.3% | -18.5% | -8.8% | -22.0% |
| 1Y | -43.2% | -19.5% | -23.7% | -33.9% |
| All | -43.2% | -20.1% | -23.1% | -33.9% |
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