+8.5%
QBTS vs PEGA
-45.3%
+53.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -3.5% | +21.5% | +19.6% |
| 7D | +0.3% | -4.5% | +4.8% | +2.2% |
| 30D | -29.8% | -5.7% | -24.2% | -28.3% |
| 3M | -45.0% | +2.7% | -47.6% | -46.5% |
| 6M | -55.2% | -10.5% | -44.7% | -54.5% |
| YTD | -59.2% | -45.4% | -13.7% | -48.2% |
| 1Y | -62.4% | -44.7% | -17.6% | -52.3% |
| 3Y | +1,264.0% | +45.7% | +1,218.3% | +985.8% |
| All | +8.5% | -45.3% | +53.8% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling