+274.7%
IONQ vs PFG
+184.4%
+90.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.6% |
| 7D | +7.1% | +6.0% | +1.1% | +1.6% |
| 30D | -8.9% | +2.2% | -11.1% | -11.0% |
| 3M | -35.6% | +10.4% | -45.9% | -41.6% |
| 6M | +13.3% | +27.8% | -14.5% | -9.8% |
| YTD | -9.8% | +33.6% | -43.5% | -31.0% |
| 1Y | -1.3% | +49.3% | -50.6% | -31.6% |
| 3Y | +109.3% | +69.7% | +39.5% | +32.5% |
| 5Y | +304.7% | +111.3% | +193.4% | +132.7% |
| All | +274.7% | +184.4% | +90.3% | +99.2% |
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