-55.2%
QBTS vs PCG
-20.4%
-34.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.0% | +20.0% | +17.8% |
| 7D | +0.3% | -1.6% | +1.9% | +0.1% |
| 30D | -29.8% | +1.4% | -31.2% | -29.7% |
| 3M | -45.0% | -23.4% | -21.6% | -46.4% |
| 6M | -55.2% | -19.4% | -35.8% | -56.5% |
| All | -55.2% | -20.4% | -34.8% | -56.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling