+265.9%
IONQ vs PFGC
+106.4%
+159.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +0.8% | -2.2% | +3.0% | +2.1% |
| 30D | -1.0% | -11.9% | +10.9% | +6.3% |
| 3M | -39.8% | +5.0% | -44.8% | -42.7% |
| 6M | +6.4% | +8.6% | -2.2% | -0.4% |
| YTD | -11.9% | +9.7% | -21.6% | -18.6% |
| 1Y | -6.2% | -6.3% | +0.1% | -4.9% |
| 3Y | +125.7% | +58.2% | +67.5% | +66.2% |
| 5Y | +296.0% | +110.4% | +185.6% | +145.1% |
| All | +265.9% | +106.4% | +159.5% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling