-8.1%
QBTS vs PCOR
-10.0%
+1.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | 0.0% | -12.8% | -12.8% |
| 7D | -21.7% | +23.7% | -45.4% | -27.5% |
| 30D | -42.7% | +39.0% | -81.7% | -48.9% |
| 3M | -57.7% | +35.8% | -93.4% | -62.3% |
| 6M | -58.0% | +38.2% | -96.2% | -63.2% |
| YTD | -65.4% | +3.9% | -69.3% | -67.0% |
| 1Y | -70.8% | +5.7% | -76.5% | -72.3% |
| 3Y | +930.8% | +44.8% | +886.0% | +817.0% |
| 5Y | -7.8% | -19.8% | +11.9% | -14.5% |
| All | -8.1% | -10.0% | +1.9% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling