+224.0%
IONQ vs PFG
+186.8%
+37.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | +16.7% | +3.0% | +13.7% | +13.7% |
| 30D | -12.3% | +8.2% | -20.4% | -18.0% |
| 3M | -17.7% | +2.7% | -20.4% | -20.2% |
| 6M | -28.9% | +17.2% | -46.2% | -39.5% |
| YTD | -22.0% | +34.8% | -56.8% | -41.0% |
| 1Y | -36.8% | +43.6% | -80.4% | -55.0% |
| 3Y | +228.2% | +85.4% | +142.8% | +93.4% |
| 5Y | +91.9% | +102.2% | -10.2% | +11.0% |
| All | +224.0% | +186.8% | +37.2% | +70.3% |
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