+68.7%
QBTS vs PBF
+895.1%
-826.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | +3.8% | +1.4% | +2.5% | +3.7% |
| 30D | -15.2% | +15.8% | -31.1% | -16.2% |
| 3M | -27.2% | +90.3% | -117.5% | -31.0% |
| 6M | -10.1% | +102.8% | -112.9% | -16.0% |
| YTD | -34.5% | +187.3% | -221.9% | -41.1% |
| 1Y | +6.0% | +161.8% | -155.8% | -4.0% |
| 3Y | +1,779.3% | +55.5% | +1,723.8% | +1,601.4% |
| 5Y | +75.4% | +801.9% | -726.5% | +57.6% |
| All | +68.7% | +895.1% | -826.5% | +53.8% |
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