+214.7%
IONQ vs PCG
-18.9%
+233.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.9% |
| 7D | +25.5% | -1.1% | +26.5% | +25.9% |
| 30D | -11.4% | +0.1% | -11.5% | -11.6% |
| 3M | -20.5% | -24.4% | +4.0% | -12.4% |
| 6M | -28.2% | -17.7% | -10.6% | -25.5% |
| YTD | -21.2% | -17.4% | -3.8% | -19.6% |
| 1Y | -40.4% | -19.4% | -21.0% | -38.2% |
| 3Y | +214.7% | -18.6% | +233.3% | +254.3% |
| All | +214.7% | -18.9% | +233.6% | +254.3% |
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