-8.0%
QBTS vs PCAR
+106.4%
-114.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.6% | -11.2% | -12.4% |
| 7D | -21.7% | +2.2% | -23.9% | -22.2% |
| 30D | -42.7% | -4.4% | -38.3% | -41.9% |
| 3M | -57.7% | -21.4% | -36.3% | -54.6% |
| 6M | -58.0% | -7.3% | -50.7% | -57.0% |
| YTD | -65.4% | -3.8% | -61.6% | -65.1% |
| 1Y | -70.8% | +6.3% | -77.1% | -71.4% |
| 3Y | +930.8% | +34.4% | +896.4% | +838.8% |
| All | -8.0% | +106.4% | -114.4% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling