+185.7%
IONQ vs PFGC
+130.1%
+55.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.1% | -8.3% | -8.8% |
| 7D | +16.8% | +0.3% | +16.5% | +16.5% |
| 30D | -11.1% | +16.1% | -27.3% | -19.4% |
| 3M | -31.7% | +2.4% | -34.1% | -33.5% |
| 6M | -44.8% | +15.7% | -60.5% | -50.9% |
| YTD | -31.2% | +22.3% | -53.5% | -41.1% |
| 1Y | -39.1% | +13.9% | -53.0% | -45.7% |
| 3Y | +189.5% | +80.3% | +109.2% | +95.5% |
| 5Y | +53.2% | +136.1% | -83.0% | -11.8% |
| All | +185.7% | +130.1% | +55.6% | +64.8% |
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