+294.8%
IONQ vs PEGA
-46.5%
+341.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.8% |
| 7D | +0.8% | +3.3% | -2.5% | -1.1% |
| 30D | -1.0% | +17.7% | -18.8% | -10.9% |
| 3M | -39.8% | +5.8% | -45.6% | -43.7% |
| 6M | +6.4% | -20.3% | +26.7% | +17.1% |
| YTD | -11.9% | -37.1% | +25.2% | +11.2% |
| 1Y | -6.2% | -30.2% | +24.1% | +9.0% |
| 3Y | +125.7% | +48.1% | +77.6% | +41.2% |
| All | +294.8% | -46.5% | +341.3% | +437.1% |
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 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