-65.1%
QBTS vs PCG
-14.1%
-51.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.2% |
| 7D | -11.8% | +1.9% | -13.7% | -11.6% |
| 30D | -33.6% | +8.5% | -42.1% | -33.0% |
| 3M | -52.5% | -22.9% | -29.6% | -54.2% |
| 6M | -50.4% | -16.8% | -33.6% | -51.2% |
| YTD | -60.3% | -15.8% | -44.5% | -58.9% |
| 1Y | -65.1% | -16.0% | -49.1% | -62.2% |
| All | -65.1% | -14.1% | -51.0% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling