+1,264.0%
QBTS vs PCAR
+31.0%
+1,233.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.4% | +20.4% | +19.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | -29.8% | -4.6% | -25.3% | -28.6% |
| 3M | -45.0% | -22.6% | -22.4% | -38.9% |
| 6M | -55.2% | -12.0% | -43.2% | -52.9% |
| YTD | -59.2% | -6.1% | -53.1% | -58.6% |
| 1Y | -62.4% | +6.3% | -68.7% | -64.0% |
| 3Y | +1,264.0% | +31.8% | +1,232.2% | +417.3% |
| All | +1,264.0% | +31.0% | +1,233.0% | +417.3% |
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