+144.7%
IONQ vs PEGA
-49.1%
+193.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.3% | -8.2% | -9.2% |
| 7D | -16.7% | -1.6% | -15.1% | -15.9% |
| 30D | -38.9% | -3.0% | -36.0% | -38.0% |
| 3M | -33.8% | +5.8% | -39.6% | -37.0% |
| 6M | -44.9% | -8.8% | -36.1% | -44.9% |
| YTD | -41.1% | -43.5% | +2.4% | -21.7% |
| 1Y | -52.3% | -43.4% | -8.9% | -36.5% |
| 3Y | +128.2% | +48.6% | +79.6% | +41.0% |
| 5Y | +37.2% | -43.3% | +80.5% | +55.1% |
| All | +144.7% | -49.1% | +193.9% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling