+81.2%
QBTS vs PEGA
-47.9%
+129.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.2% | +10.7% | +8.5% |
| 7D | +6.8% | -2.4% | +9.2% | +7.8% |
| 30D | -14.9% | +9.6% | -24.5% | -19.1% |
| 3M | -31.6% | +2.3% | -33.9% | -33.9% |
| 6M | -4.9% | -23.9% | +18.9% | +5.0% |
| YTD | -32.4% | -39.8% | +7.3% | -17.6% |
| 1Y | +14.6% | -37.4% | +52.0% | +35.5% |
| 3Y | +1,839.6% | +53.1% | +1,786.5% | +1,421.5% |
| 5Y | +81.2% | -47.2% | +128.5% | +45.9% |
| All | +81.2% | -47.9% | +129.2% | +45.9% |
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