-2.9%
QBTS vs PCG
+10.2%
-13.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.3% |
| 7D | -10.5% | +2.2% | -12.6% | -10.9% |
| 30D | -20.5% | +0.8% | -21.3% | -20.7% |
| 3M | -54.3% | -23.8% | -30.5% | -51.7% |
| 6M | -55.4% | -19.6% | -35.8% | -53.9% |
| YTD | -63.4% | -16.7% | -46.7% | -62.9% |
| 1Y | -59.1% | -19.4% | -39.7% | -58.0% |
| 3Y | +1,216.8% | -18.3% | +1,235.1% | +1,282.2% |
| All | -2.9% | +10.2% | -13.2% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling