+63.3%
QBTS vs PEGA
-38.8%
+102.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.0% |
| 7D | -2.4% | +3.3% | -5.7% | -3.8% |
| 30D | -22.5% | +17.7% | -40.2% | -28.2% |
| 3M | -40.0% | +5.8% | -45.8% | -42.6% |
| 6M | -12.3% | -20.3% | +7.9% | -5.3% |
| YTD | -36.6% | -37.1% | +0.5% | -24.6% |
| 1Y | +8.4% | -30.2% | +38.6% | +21.3% |
| 3Y | +1,380.4% | +48.1% | +1,332.2% | +1,096.6% |
| 5Y | +69.7% | -46.8% | +116.5% | +41.8% |
| All | +63.3% | -38.8% | +102.1% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling