+65.5%
QBTS vs PEG
+56.2%
+9.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.3% | -0.9% | +2.2% | +1.6% |
| 30D | -19.0% | -3.7% | -15.3% | -18.2% |
| 3M | -29.5% | -7.3% | -22.2% | -28.2% |
| 6M | -11.2% | -10.5% | -0.7% | -8.8% |
| YTD | -35.8% | -7.5% | -28.3% | -34.8% |
| 1Y | +1.7% | -8.7% | +10.4% | +3.6% |
| 3Y | +1,470.1% | +31.4% | +1,438.7% | +1,466.8% |
| 5Y | +72.3% | +37.8% | +34.5% | +77.4% |
| All | +65.5% | +56.2% | +9.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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