+5.2%
QBTS vs PEGA
-46.9%
+52.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -3.5% | +21.5% | +19.5% |
| 7D | +0.3% | -4.5% | +4.8% | +2.1% |
| 30D | -29.8% | -5.7% | -24.2% | -28.3% |
| 3M | -45.0% | +2.7% | -47.6% | -46.4% |
| 6M | -55.2% | -10.5% | -44.7% | -54.5% |
| YTD | -59.2% | -45.4% | -13.7% | -48.9% |
| 1Y | -62.4% | -44.7% | -17.6% | -52.9% |
| 3Y | +1,264.0% | +45.7% | +1,218.3% | +1,016.0% |
| 5Y | +8.8% | -45.3% | +54.0% | -5.3% |
| All | +5.2% | -46.9% | +52.1% | -6.7% |
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 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