-62.4%
QBTS vs PENG
+88.9%
-151.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +12.4% | +5.6% | +12.3% |
| 7D | +0.3% | -19.4% | +19.7% | +9.4% |
| 30D | -29.8% | -42.4% | +12.6% | -12.0% |
| 3M | -45.0% | -25.6% | -19.3% | -40.2% |
| 6M | -55.2% | +7.3% | -62.5% | -65.4% |
| YTD | -59.2% | +113.9% | -173.0% | -82.1% |
| 1Y | -62.4% | +93.6% | -155.9% | -82.2% |
| All | -62.4% | +88.9% | -151.3% | -82.2% |
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