-1.3%
IONQ vs PFGC
-8.4%
+7.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.1% |
| 7D | +7.1% | -2.4% | +9.5% | +8.0% |
| 30D | -8.9% | -15.8% | +6.8% | -3.4% |
| 3M | -35.6% | -0.6% | -35.0% | -37.2% |
| 6M | +13.3% | +10.7% | +2.6% | +3.6% |
| YTD | -9.8% | +7.6% | -17.4% | -15.0% |
| 1Y | -1.3% | -7.8% | +6.5% | -1.4% |
| All | -1.3% | -8.4% | +7.1% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling