+167.4%
IONQ vs PFGC
+132.7%
+34.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -7.0% |
| 7D | -11.5% | +3.4% | -14.9% | -13.0% |
| 30D | -8.1% | +16.9% | -25.0% | -17.0% |
| 3M | -35.8% | +6.4% | -42.2% | -38.9% |
| 6M | -47.7% | +16.0% | -63.7% | -53.6% |
| YTD | -35.6% | +23.6% | -59.3% | -45.3% |
| 1Y | -36.4% | +16.6% | -53.0% | -44.1% |
| 3Y | +150.0% | +82.3% | +67.8% | +67.8% |
| 5Y | +43.3% | +138.7% | -95.4% | -18.0% |
| All | +167.4% | +132.7% | +34.7% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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