+268.4%
IONQ vs PGR
+159.1%
+109.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -5.6% | -3.4% | -2.2% | -5.5% |
| 30D | -15.2% | +1.8% | -17.0% | -15.3% |
| 3M | -34.9% | +5.9% | -40.9% | -35.4% |
| 6M | +4.9% | +4.6% | +0.3% | +4.2% |
| YTD | -17.9% | +1.1% | -19.0% | -18.1% |
| 1Y | -16.0% | -6.6% | -9.4% | -15.4% |
| 3Y | +90.5% | +74.2% | +16.3% | +80.4% |
| 5Y | +268.4% | +159.5% | +108.9% | +276.4% |
| All | +268.4% | +159.1% | +109.3% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling