+68.7%
QBTS vs PEGA
-42.6%
+111.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | -2.2% |
| 7D | +3.8% | -6.1% | +10.0% | +6.6% |
| 30D | -15.2% | +6.4% | -21.6% | -18.1% |
| 3M | -27.2% | +2.9% | -30.1% | -29.8% |
| 6M | -10.1% | -23.8% | +13.8% | -1.1% |
| YTD | -34.5% | -41.1% | +6.5% | -20.1% |
| 1Y | +6.0% | -38.2% | +44.2% | +25.1% |
| 3Y | +1,779.3% | +49.8% | +1,729.4% | +1,421.9% |
| 5Y | +75.4% | -48.0% | +123.4% | +50.1% |
| All | +68.7% | -42.6% | +111.3% | +45.8% |
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