+53.2%
IONQ vs PEGA
-45.0%
+98.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.1% | -11.5% | -10.6% |
| 7D | +16.8% | -4.6% | +21.3% | +19.0% |
| 30D | -11.1% | -6.8% | -4.3% | -8.3% |
| 3M | -31.7% | +2.6% | -34.3% | -34.4% |
| 6M | -44.8% | -5.4% | -39.4% | -46.2% |
| YTD | -31.2% | -46.0% | +14.8% | -6.5% |
| 1Y | -39.1% | -45.6% | +6.5% | -17.3% |
| 3Y | +189.5% | +43.2% | +146.3% | +77.5% |
| 5Y | +53.2% | -45.3% | +98.4% | +110.3% |
| All | +53.2% | -45.0% | +98.1% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling