+74.1%
QBTS vs PBR
+545.1%
-471.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.5% | +3.0% | +6.2% |
| 7D | +6.8% | +2.5% | +4.4% | +6.6% |
| 30D | -14.9% | +19.4% | -34.3% | -16.4% |
| 3M | -31.6% | +20.8% | -52.4% | -33.2% |
| 6M | -4.9% | +23.5% | -28.4% | -8.0% |
| YTD | -32.4% | +83.4% | -115.8% | -38.1% |
| 1Y | +14.6% | +77.6% | -63.0% | +5.5% |
| 3Y | +1,839.6% | +99.9% | +1,739.8% | +1,679.6% |
| 5Y | +81.2% | +567.7% | -486.5% | +68.0% |
| All | +74.1% | +545.1% | -471.0% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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