-4.6%
PFE vs QBTS
+11.9%
-16.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -7.9% | -0.7% |
| 7D | -4.7% | +13.7% | -18.4% | -4.9% |
| 30D | +3.4% | -21.3% | +24.6% | +3.7% |
| 3M | +9.2% | -44.7% | +54.0% | +10.1% |
| 6M | +15.8% | -49.2% | +65.0% | +16.5% |
| YTD | +23.4% | -56.1% | +79.6% | +24.2% |
| 1Y | +25.8% | -61.1% | +86.9% | +26.6% |
| 3Y | +17.8% | +1,511.0% | -1,493.1% | +7.5% |
| 5Y | -20.2% | +16.6% | -36.8% | -30.1% |
| All | -4.6% | +11.9% | -16.5% | -18.0% |
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