+1,366.9%
QBTS vs PCAR
+37.3%
+1,329.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.6% |
| 7D | +2.6% | +2.2% | +0.4% | +1.7% |
| 30D | -22.5% | +0.3% | -22.8% | -22.6% |
| 3M | -47.4% | -17.9% | -29.4% | -42.9% |
| 6M | -55.7% | -3.4% | -52.3% | -55.2% |
| YTD | -59.3% | -0.1% | -59.2% | -59.7% |
| 1Y | -63.3% | +13.4% | -76.7% | -65.7% |
| All | +1,366.9% | +37.3% | +1,329.6% | +551.1% |
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 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