+13.0%
QBTS vs PCG
+12.9%
+0.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.2% |
| 7D | +13.7% | -1.1% | +14.7% | +13.9% |
| 30D | -21.3% | +0.1% | -21.4% | -21.3% |
| 3M | -44.7% | -24.4% | -20.3% | -42.1% |
| 6M | -49.2% | -17.7% | -31.5% | -48.1% |
| YTD | -56.1% | -17.4% | -38.7% | -55.4% |
| 1Y | -61.1% | -19.4% | -41.7% | -60.2% |
| 3Y | +1,511.0% | -18.6% | +1,529.5% | +1,575.9% |
| 5Y | +16.6% | +10.2% | +6.3% | +19.4% |
| All | +13.0% | +12.9% | +0.1% | +13.6% |
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