+21.3%
PG vs QBTS
+62.5%
-41.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.2% |
| 7D | -2.7% | -1.0% | -1.7% | -2.7% |
| 30D | -1.5% | -17.6% | +16.1% | -1.7% |
| 3M | -3.4% | -28.3% | +25.0% | -3.5% |
| 6M | -7.0% | -11.2% | +4.2% | -6.9% |
| YTD | +2.0% | -36.3% | +38.3% | +1.9% |
| 1Y | -6.5% | +3.9% | -10.3% | -6.3% |
| 3Y | +1.2% | +1,728.8% | -1,727.6% | +3.5% |
| 5Y | +12.8% | +70.9% | -58.1% | +11.8% |
| All | +21.3% | +62.5% | -41.2% | +22.2% |
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