-5.8%
QBTS vs PENG
+169.3%
-175.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.6% | -0.8% |
| 7D | -10.5% | +13.2% | -23.7% | -14.7% |
| 30D | -20.5% | -29.9% | +9.4% | -10.7% |
| 3M | -54.3% | -22.2% | -32.0% | -51.5% |
| 6M | -55.4% | -1.9% | -53.5% | -58.1% |
| YTD | -63.4% | +142.1% | -205.6% | -75.7% |
| 1Y | -59.1% | +151.5% | -210.6% | -73.1% |
| 3Y | +1,216.8% | +206.9% | +1,009.9% | +747.0% |
| 5Y | -2.6% | +58.2% | -60.9% | -36.2% |
| All | -5.8% | +169.3% | -175.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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