+68.3%
QBTS vs PCOR
-30.9%
+99.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.8% | 0.0% |
| 7D | -2.4% | -9.0% | +6.5% | +0.7% |
| 30D | -22.5% | +4.2% | -26.7% | -23.8% |
| 3M | -40.0% | +14.4% | -54.4% | -43.1% |
| 6M | -12.3% | +0.2% | -12.5% | -14.4% |
| YTD | -36.6% | -20.3% | -16.3% | -33.4% |
| 1Y | +8.4% | -16.1% | +24.6% | +12.4% |
| 3Y | +1,380.4% | -14.7% | +1,395.1% | +1,410.3% |
| 5Y | +69.7% | -43.2% | +112.9% | +73.7% |
| All | +68.3% | -30.9% | +99.3% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling