+227.2%
IONQ vs PEGA
-52.8%
+280.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.9% | +12.3% | +10.6% |
| 7D | +25.5% | -10.0% | +35.4% | +32.5% |
| 30D | -11.4% | -12.7% | +1.3% | -4.9% |
| 3M | -20.5% | -4.6% | -15.9% | -20.3% |
| 6M | -28.2% | -13.1% | -15.1% | -26.6% |
| YTD | -21.2% | -47.6% | +26.3% | +8.5% |
| 1Y | -40.4% | -47.0% | +6.6% | -18.1% |
| 3Y | +214.7% | +42.0% | +172.7% | +97.2% |
| 5Y | +56.9% | -47.8% | +104.7% | +84.4% |
| All | +227.2% | -52.8% | +280.0% | +310.4% |
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