+1,511.0%
QBTS vs PENG
+191.6%
+1,319.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.3% | -1.9% | +2.7% |
| 7D | +13.7% | -3.8% | +17.5% | +14.6% |
| 30D | -21.3% | -40.1% | +18.8% | -0.3% |
| 3M | -44.7% | -21.8% | -23.0% | -40.9% |
| 6M | -49.2% | +3.3% | -52.5% | -57.5% |
| YTD | -56.1% | +133.6% | -189.8% | -78.3% |
| 1Y | -61.1% | +110.7% | -171.8% | -79.5% |
| 3Y | +1,511.0% | +204.3% | +1,306.7% | +522.5% |
| All | +1,511.0% | +191.6% | +1,319.3% | +522.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling