+74.1%
QBTS vs PCG
+26.8%
+47.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +2.9% | +5.9% |
| 7D | +6.8% | +5.4% | +1.4% | +5.8% |
| 30D | -14.9% | -15.1% | +0.2% | -12.7% |
| 3M | -31.6% | -9.8% | -21.8% | -31.0% |
| 6M | -4.9% | -18.0% | +13.1% | -2.2% |
| YTD | -32.4% | -7.2% | -25.2% | -32.8% |
| 1Y | +14.6% | +2.9% | +11.7% | +10.8% |
| 3Y | +1,839.6% | -11.1% | +1,850.7% | +1,869.6% |
| 5Y | +81.2% | +61.8% | +19.4% | +79.9% |
| All | +74.1% | +26.8% | +47.3% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling