+202.0%
IONQ vs PFG
+174.2%
+27.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.7% | +25.1% | +24.9% |
| 7D | +8.6% | -0.6% | +9.2% | +8.9% |
| 30D | -21.1% | +2.0% | -23.1% | -22.7% |
| 3M | -17.9% | -3.2% | -14.7% | -16.5% |
| 6M | -37.9% | +10.9% | -48.9% | -44.6% |
| YTD | -27.3% | +28.8% | -56.2% | -42.9% |
| 1Y | -43.2% | +39.2% | -82.4% | -58.5% |
| 3Y | +191.0% | +75.0% | +115.9% | +79.4% |
| 5Y | +69.3% | +91.9% | -22.7% | +1.7% |
| All | +202.0% | +174.2% | +27.8% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling