-5.8%
QBTS vs PEGA
-46.8%
+41.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.4% |
| 7D | -10.5% | +0.1% | -10.6% | -10.8% |
| 30D | -20.5% | -4.1% | -16.4% | -19.7% |
| 3M | -54.3% | -2.8% | -51.4% | -54.4% |
| 6M | -55.4% | -0.4% | -55.0% | -56.9% |
| YTD | -63.4% | -45.4% | -18.1% | -54.4% |
| 1Y | -59.1% | -42.6% | -16.5% | -49.9% |
| 3Y | +1,216.8% | +45.4% | +1,171.4% | +972.8% |
| 5Y | -2.6% | -44.6% | +41.9% | -15.6% |
| All | -5.8% | -46.8% | +41.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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