+241.1%
IONQ vs PG
+18.6%
+222.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -5.6% | -2.7% | -2.9% | -5.8% |
| 30D | -15.2% | -1.5% | -13.7% | -15.3% |
| 3M | -34.9% | -3.4% | -31.6% | -35.1% |
| 6M | +4.9% | -7.0% | +11.9% | +4.8% |
| YTD | -17.9% | +2.0% | -19.9% | -18.0% |
| 1Y | -16.0% | -6.5% | -9.5% | -15.7% |
| 3Y | +90.5% | +1.2% | +89.3% | +87.8% |
| 5Y | +268.4% | +12.8% | +255.6% | +255.9% |
| All | +241.1% | +18.6% | +222.5% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 10y: compounded portfolio wealth divided by compounded PG 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…
10y analysis · Full analysis span regression · 6 months rolling