+70.2%
QBTS vs PCAR
+168.1%
-97.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -22.5% | -6.2% | -16.3% | -21.0% |
| 3M | -40.0% | +5.9% | -45.9% | -40.9% |
| 6M | -12.3% | +0.4% | -12.7% | -12.6% |
| YTD | -36.6% | +14.8% | -51.4% | -39.1% |
| 1Y | +8.4% | +30.1% | -21.7% | +0.6% |
| 3Y | +1,380.4% | +66.7% | +1,313.7% | +1,186.6% |
| All | +70.2% | +168.1% | -97.8% | +59.5% |
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