-4.1%
PFE vs QBTS
+4.2%
-8.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.0% | -19.7% | -1.9% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +5.0% | -29.8% | +34.8% | +5.5% |
| 3M | +12.2% | -45.0% | +57.1% | +13.1% |
| 6M | +14.6% | -55.2% | +69.8% | +15.5% |
| YTD | +24.1% | -59.2% | +83.3% | +25.0% |
| 1Y | +26.6% | -62.4% | +88.9% | +27.4% |
| 3Y | +14.3% | +1,264.0% | -1,249.7% | +4.5% |
| 5Y | -21.9% | +8.8% | -30.7% | -31.5% |
| All | -4.1% | +4.2% | -8.3% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling