+202.0%
IONQ vs PFGC
+125.0%
+77.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +24.5% |
| 7D | +8.6% | +8.5% | +0.1% | +2.3% |
| 30D | -21.1% | +15.0% | -36.1% | -28.2% |
| 3M | -17.9% | -6.2% | -11.7% | -16.2% |
| 6M | -37.9% | +15.7% | -53.7% | -44.9% |
| YTD | -27.3% | +19.6% | -46.9% | -37.1% |
| 1Y | -43.2% | +13.2% | -56.4% | -49.3% |
| 3Y | +191.0% | +77.0% | +114.0% | +98.1% |
| 5Y | +69.3% | +121.5% | -52.2% | -0.9% |
| All | +202.0% | +125.0% | +77.0% | +76.0% |
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