+52.8%
IONQ vs PFGC
+121.6%
-68.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +24.7% |
| 7D | +8.6% | +8.5% | +0.1% | +1.4% |
| 30D | -21.1% | +15.0% | -36.1% | -29.3% |
| 3M | -17.9% | -6.2% | -11.7% | -15.9% |
| 6M | -37.9% | +15.7% | -53.7% | -46.1% |
| YTD | -27.3% | +19.6% | -46.9% | -38.9% |
| 1Y | -43.2% | +13.2% | -56.4% | -50.5% |
| 3Y | +191.0% | +77.0% | +114.0% | +79.8% |
| All | +52.8% | +121.6% | -68.8% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling