+202.0%
IONQ vs PEGA
-50.9%
+252.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.5% | +26.9% | +25.4% |
| 7D | +8.6% | -4.5% | +13.1% | +11.0% |
| 30D | -21.1% | -5.7% | -15.4% | -18.9% |
| 3M | -17.9% | +2.7% | -20.5% | -20.8% |
| 6M | -37.9% | -10.5% | -27.4% | -37.5% |
| YTD | -27.3% | -45.4% | +18.1% | -1.9% |
| 1Y | -43.2% | -44.7% | +1.5% | -23.6% |
| 3Y | +191.0% | +45.7% | +145.3% | +80.6% |
| 5Y | +69.3% | -45.3% | +114.5% | +94.4% |
| All | +202.0% | -50.9% | +252.9% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling