-2.5%
PFE vs QBTS
+3.9%
-6.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | -3.0% | +2.6% | -5.6% | -3.0% |
| 30D | +5.2% | -22.5% | +27.7% | +5.5% |
| 3M | +12.2% | -47.4% | +59.6% | +13.2% |
| 6M | +17.8% | -55.7% | +73.5% | +18.8% |
| YTD | +26.2% | -59.3% | +85.5% | +27.1% |
| 1Y | +23.2% | -63.3% | +86.4% | +24.1% |
| 3Y | +21.3% | +1,379.2% | -1,357.9% | +10.8% |
| 5Y | -23.1% | +8.3% | -31.4% | -32.5% |
| All | -2.5% | +3.9% | -6.4% | -16.1% |
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