+4.9%
QBTS vs PBF
+807.0%
-802.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +1.2% |
| 7D | +2.6% | -4.0% | +6.6% | +3.0% |
| 30D | -22.5% | -18.0% | -4.5% | -21.4% |
| 3M | -47.4% | +0.9% | -48.3% | -47.6% |
| 6M | -55.7% | +65.7% | -121.4% | -57.7% |
| YTD | -59.3% | +161.9% | -221.1% | -63.2% |
| 1Y | -63.3% | +77.8% | -141.1% | -65.6% |
| 3Y | +1,379.2% | +74.9% | +1,304.3% | +1,224.0% |
| 5Y | +8.3% | +423.4% | -415.0% | -2.7% |
| All | +4.9% | +807.0% | -802.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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