-5.8%
QBTS vs PCAR
+131.5%
-137.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -2.9% |
| 7D | -10.5% | +4.9% | -15.4% | -11.5% |
| 30D | -20.5% | -1.4% | -19.1% | -20.2% |
| 3M | -54.3% | -18.1% | -36.1% | -51.9% |
| 6M | -55.4% | -4.0% | -51.4% | -55.0% |
| YTD | -63.4% | -1.5% | -62.0% | -63.4% |
| 1Y | -59.1% | +13.2% | -72.3% | -60.5% |
| 3Y | +1,216.8% | +35.8% | +1,181.0% | +1,115.5% |
| 5Y | -2.6% | +114.6% | -117.3% | -6.8% |
| All | -5.8% | +131.5% | -137.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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