-77.6%
PCG vs IONS
+17.3%
-94.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -1.6% | -9.4% | +7.8% | -0.5% |
| 30D | +1.4% | -10.7% | +12.1% | +2.7% |
| 3M | -23.4% | -27.7% | +4.3% | -20.7% |
| 6M | -19.4% | -48.7% | +29.3% | -13.7% |
| YTD | -18.5% | -50.2% | +31.7% | -12.6% |
| 1Y | -19.5% | -46.8% | +27.3% | -14.5% |
| 3Y | -21.0% | -14.8% | -6.1% | -22.4% |
| 5Y | +13.7% | +17.0% | -3.3% | +5.2% |
| All | -77.6% | +17.3% | -94.9% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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