-60.9%
QBTS vs PENG
+108.0%
-169.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.3% | -1.9% | +3.1% |
| 7D | +13.7% | -3.8% | +17.5% | +14.4% |
| 30D | -21.3% | -40.1% | +18.8% | -3.0% |
| 3M | -44.7% | -21.8% | -23.0% | -41.3% |
| 6M | -49.2% | +3.3% | -52.5% | -58.9% |
| YTD | -56.1% | +133.6% | -189.8% | -81.7% |
| All | -60.9% | +108.0% | -169.0% | -81.7% |
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