+70.2%
QBTS vs PCG
+58.3%
+11.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -1.9% |
| 7D | -2.4% | -13.9% | +11.4% | +0.1% |
| 30D | -22.5% | -16.9% | -5.6% | -19.9% |
| 3M | -40.0% | -14.7% | -25.3% | -38.8% |
| 6M | -12.3% | -23.8% | +11.5% | -7.7% |
| YTD | -36.6% | -10.5% | -26.1% | -36.6% |
| 1Y | +8.4% | -5.1% | +13.5% | +6.2% |
| 3Y | +1,380.4% | -11.6% | +1,392.0% | +1,423.2% |
| All | +70.2% | +58.3% | +11.9% | +71.6% |
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