-59.1%
QBTS vs PENG
+130.4%
-189.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.6% | -0.3% |
| 7D | -10.5% | +13.2% | -23.7% | -15.7% |
| 30D | -20.5% | -29.9% | +9.4% | -9.2% |
| 3M | -54.3% | -22.2% | -32.0% | -51.4% |
| 6M | -55.4% | -1.9% | -53.5% | -62.1% |
| YTD | -63.4% | +142.1% | -205.6% | -84.9% |
| 1Y | -59.1% | +151.5% | -210.6% | -83.6% |
| All | -59.1% | +130.4% | -189.5% | -83.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling