+1,329.3%
QBTS vs PCAR
+66.6%
+1,262.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -22.5% | -6.2% | -16.3% | -20.3% |
| 3M | -40.0% | +5.9% | -45.9% | -41.3% |
| 6M | -12.3% | +0.4% | -12.7% | -12.7% |
| YTD | -36.6% | +14.8% | -51.4% | -40.6% |
| 1Y | +8.4% | +30.1% | -21.7% | -4.0% |
| All | +1,329.3% | +66.6% | +1,262.8% | +820.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling