+224.0%
IONQ vs PEGA
-52.2%
+276.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.7% |
| 7D | +16.7% | -8.2% | +24.9% | +21.9% |
| 30D | -12.3% | -11.6% | -0.7% | -6.5% |
| 3M | -17.7% | -4.2% | -13.6% | -17.8% |
| 6M | -28.9% | -12.0% | -17.0% | -27.9% |
| YTD | -22.0% | -46.9% | +24.9% | +6.6% |
| 1Y | -36.8% | -47.0% | +10.2% | -13.1% |
| 3Y | +228.2% | +40.9% | +187.4% | +107.6% |
| 5Y | +91.9% | -45.4% | +137.3% | +119.8% |
| All | +224.0% | -52.2% | +276.2% | +303.3% |
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