+227.2%
IONQ vs PFG
+185.3%
+41.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.3% | +4.9% |
| 7D | +25.5% | +2.3% | +23.2% | +23.0% |
| 30D | -11.4% | +7.6% | -19.0% | -16.8% |
| 3M | -20.5% | +2.5% | -23.0% | -22.8% |
| 6M | -28.2% | +16.6% | -44.8% | -38.6% |
| YTD | -21.2% | +34.1% | -55.3% | -40.1% |
| 1Y | -40.4% | +44.1% | -84.4% | -57.7% |
| 3Y | +214.7% | +86.3% | +128.4% | +84.8% |
| 5Y | +56.9% | +101.6% | -44.7% | -8.9% |
| All | +227.2% | +185.3% | +41.9% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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