+16.4%
QBTS vs PCOR
-9.0%
+25.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +6.9% |
| 7D | +13.7% | +22.2% | -8.5% | +5.8% |
| 30D | -21.3% | +36.0% | -57.3% | -29.3% |
| 3M | -44.7% | +34.0% | -78.7% | -50.5% |
| 6M | -49.2% | +43.5% | -92.7% | -56.0% |
| YTD | -56.1% | +5.1% | -61.3% | -58.3% |
| 1Y | -61.1% | -3.9% | -57.2% | -61.7% |
| 3Y | +1,511.0% | +52.9% | +1,458.0% | +1,315.8% |
| 5Y | +16.6% | -18.7% | +35.2% | +7.8% |
| All | +16.4% | -9.0% | +25.4% | +7.5% |
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