+240.3%
IONQ vs PGR
+162.0%
+78.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -7.0% | -0.6% | -6.4% | -7.0% |
| 30D | -18.7% | +4.9% | -23.6% | -18.8% |
| 3M | -36.6% | +7.6% | -44.3% | -36.9% |
| 6M | +7.2% | +8.3% | -1.0% | +6.5% |
| YTD | -18.1% | +1.7% | -19.8% | -18.2% |
| 1Y | -21.9% | -6.8% | -15.0% | -21.3% |
| 3Y | +86.7% | +73.4% | +13.3% | +83.3% |
| 5Y | +267.5% | +161.2% | +106.3% | +282.4% |
| All | +240.3% | +162.0% | +78.3% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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