+8.5%
QBTS vs PCG
+13.7%
-5.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.0% | +20.0% | +18.4% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | -29.8% | +1.4% | -31.2% | -30.1% |
| 3M | -45.0% | -23.4% | -21.6% | -42.0% |
| 6M | -55.2% | -19.4% | -35.8% | -53.8% |
| YTD | -59.2% | -18.5% | -40.7% | -58.3% |
| 1Y | -62.4% | -19.5% | -42.8% | -61.5% |
| 3Y | +1,264.0% | -21.0% | +1,285.0% | +1,336.8% |
| All | +8.5% | +13.7% | -5.2% | +12.6% |
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 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