+135.8%
IONQ vs PCG
-20.0%
+155.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.3% | -9.3% | -10.1% |
| 7D | -16.7% | 0.0% | -16.7% | -16.6% |
| 30D | -38.9% | +5.8% | -44.8% | -40.3% |
| 3M | -33.8% | -22.8% | -11.0% | -27.7% |
| 6M | -44.9% | -18.4% | -26.5% | -42.4% |
| YTD | -41.1% | -16.9% | -24.2% | -39.9% |
| 1Y | -52.3% | -17.6% | -34.7% | -51.1% |
| All | +135.8% | -20.0% | +155.8% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling