+1,255.4%
QBTS vs PCG
-21.0%
+1,276.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.6% | -7.2% |
| 7D | +8.7% | -2.0% | +10.7% | +9.5% |
| 30D | -26.5% | -2.7% | -23.8% | -25.7% |
| 3M | -52.6% | -25.1% | -27.5% | -47.0% |
| 6M | -56.0% | -22.3% | -33.7% | -52.6% |
| YTD | -62.4% | -18.5% | -43.9% | -61.7% |
| 1Y | -62.7% | -21.8% | -40.9% | -60.7% |
| All | +1,255.4% | -21.0% | +1,276.4% | +1,353.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling