-9.3%
PFE vs QBTS
+72.4%
-81.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.6% | -8.9% | -2.4% |
| 7D | -2.7% | +6.8% | -9.5% | -2.8% |
| 30D | +3.8% | -14.9% | +18.7% | +4.1% |
| 3M | +10.4% | -31.6% | +42.0% | +10.8% |
| 6M | +6.3% | -4.9% | +11.2% | +5.8% |
| YTD | +17.4% | -32.4% | +49.8% | +17.4% |
| 1Y | +21.1% | +14.6% | +6.5% | +19.5% |
| 3Y | -1.6% | +1,839.6% | -1,841.2% | -10.6% |
| 5Y | -22.2% | +81.2% | -103.4% | -32.2% |
| All | -9.3% | +72.4% | -81.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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