+5.2%
QBTS vs PCG
+11.4%
-6.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.0% | +20.0% | +18.4% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | -29.8% | +1.4% | -31.2% | -30.1% |
| 3M | -45.0% | -23.4% | -21.6% | -42.5% |
| 6M | -55.2% | -19.4% | -35.8% | -54.0% |
| YTD | -59.2% | -18.5% | -40.7% | -58.4% |
| 1Y | -62.4% | -19.5% | -42.8% | -61.6% |
| 3Y | +1,264.0% | -21.0% | +1,285.0% | +1,321.8% |
| 5Y | +8.8% | +13.7% | -5.0% | +11.5% |
| All | +5.2% | +11.4% | -6.2% | +6.1% |
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