+150.0%
IONQ vs PFGC
+82.6%
+67.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -7.0% |
| 7D | -11.5% | +3.4% | -14.9% | -12.9% |
| 30D | -8.1% | +16.9% | -25.0% | -17.0% |
| 3M | -35.8% | +6.4% | -42.2% | -38.5% |
| 6M | -47.7% | +16.0% | -63.7% | -54.1% |
| YTD | -35.6% | +23.6% | -59.3% | -46.6% |
| 1Y | -36.4% | +16.6% | -53.0% | -45.0% |
| 3Y | +150.0% | +82.3% | +67.8% | +52.4% |
| All | +150.0% | +82.6% | +67.4% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling