+294.8%
IONQ vs PCG
+58.3%
+236.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +0.2% |
| 7D | +0.8% | -13.9% | +14.7% | +6.0% |
| 30D | -1.0% | -16.9% | +15.8% | +5.8% |
| 3M | -39.8% | -14.7% | -25.1% | -37.3% |
| 6M | +6.4% | -23.8% | +30.3% | +17.6% |
| YTD | -11.9% | -10.5% | -1.4% | -11.8% |
| 1Y | -6.2% | -5.1% | -1.0% | -10.4% |
| 3Y | +125.7% | -11.6% | +137.3% | +130.5% |
| All | +294.8% | +58.3% | +236.5% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling