+4.9%
QBTS vs PEG
+60.3%
-55.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +2.6% | +1.5% | +1.1% | +2.2% |
| 30D | -22.5% | +5.0% | -27.5% | -23.6% |
| 3M | -47.4% | -0.3% | -47.0% | -47.4% |
| 6M | -55.7% | -2.7% | -53.0% | -55.6% |
| YTD | -59.3% | -5.1% | -54.2% | -59.0% |
| 1Y | -63.3% | -8.3% | -55.0% | -62.6% |
| 3Y | +1,379.2% | +33.0% | +1,346.1% | +1,363.2% |
| 5Y | +8.3% | +41.3% | -32.9% | +10.7% |
| All | +4.9% | +60.3% | -55.4% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling