-2.9%
QBTS vs PCOR
-11.9%
+8.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.0% |
| 7D | -10.5% | +3.0% | -13.5% | -11.4% |
| 30D | -20.5% | +38.7% | -59.2% | -29.8% |
| 3M | -54.3% | +24.9% | -79.1% | -58.3% |
| 6M | -55.4% | +68.8% | -124.2% | -64.0% |
| YTD | -63.4% | +6.7% | -70.2% | -65.6% |
| 1Y | -59.1% | +3.0% | -62.1% | -60.9% |
| 3Y | +1,216.8% | +48.6% | +1,168.2% | +1,041.7% |
| All | -2.9% | -11.9% | +8.9% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling