+253.1%
IONQ vs PGR
+159.4%
+93.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.0% | -5.8% |
| 7D | +1.3% | -2.7% | +4.0% | +1.3% |
| 30D | -10.3% | +0.7% | -11.0% | -10.3% |
| 3M | -32.7% | +7.7% | -40.4% | -33.1% |
| 6M | +6.3% | +4.3% | +2.0% | +5.9% |
| YTD | -15.0% | +0.7% | -15.7% | -15.1% |
| 1Y | -13.3% | -5.7% | -7.7% | -12.9% |
| 3Y | +97.2% | +73.7% | +23.6% | +93.3% |
| 5Y | +278.7% | +158.4% | +120.4% | +294.0% |
| All | +253.1% | +159.4% | +93.7% | +290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling