+63.3%
QBTS vs PCG
+22.4%
+41.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -1.9% |
| 7D | -2.4% | -13.9% | +11.4% | -0.2% |
| 30D | -22.5% | -16.9% | -5.6% | -20.2% |
| 3M | -40.0% | -14.7% | -25.3% | -38.9% |
| 6M | -12.3% | -23.8% | +11.5% | -8.4% |
| YTD | -36.6% | -10.5% | -26.1% | -36.5% |
| 1Y | +8.4% | -5.1% | +13.5% | +6.7% |
| 3Y | +1,380.4% | -11.6% | +1,392.0% | +1,415.9% |
| 5Y | +69.7% | +59.0% | +10.7% | +69.4% |
| All | +63.3% | +22.4% | +41.0% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling