-60.9%
QBTS vs PCG
-19.4%
-41.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +7.6% |
| 7D | +13.7% | -1.1% | +14.7% | +13.6% |
| 30D | -21.3% | +0.1% | -21.4% | -21.2% |
| 3M | -44.7% | -24.4% | -20.3% | -46.8% |
| 6M | -49.2% | -17.7% | -31.5% | -50.0% |
| YTD | -56.1% | -17.4% | -38.7% | -54.5% |
| All | -60.9% | -19.4% | -41.6% | -56.7% |
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