+8.3%
QBTS vs PCAR
+118.9%
-110.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.9% |
| 7D | +2.6% | +2.2% | +0.4% | +2.0% |
| 30D | -22.5% | +0.3% | -22.8% | -22.6% |
| 3M | -47.4% | -17.9% | -29.4% | -44.3% |
| 6M | -55.7% | -3.4% | -52.3% | -55.3% |
| YTD | -59.3% | -0.1% | -59.2% | -59.4% |
| 1Y | -63.3% | +13.4% | -76.7% | -64.7% |
| 3Y | +1,379.2% | +37.2% | +1,342.0% | +1,233.3% |
| 5Y | +8.3% | +117.3% | -109.0% | +5.9% |
| All | +8.3% | +118.9% | -110.5% | +5.9% |
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