+8.5%
QBTS vs PCAR
+101.4%
-92.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.4% | +20.4% | +18.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -29.8% | -4.6% | -25.3% | -29.0% |
| 3M | -45.0% | -22.6% | -22.4% | -40.8% |
| 6M | -55.2% | -12.0% | -43.2% | -53.6% |
| YTD | -59.2% | -6.1% | -53.1% | -58.6% |
| 1Y | -62.4% | +6.3% | -68.7% | -63.2% |
| 3Y | +1,264.0% | +31.8% | +1,232.2% | +1,148.8% |
| All | +8.5% | +101.4% | -92.9% | +8.0% |
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