+1,055.8%
QBTS vs PENG
+153.0%
+902.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -23.0% | +10.2% | -1.2% |
| 7D | -21.7% | -36.7% | +15.0% | -2.8% |
| 30D | -42.7% | -42.0% | -0.7% | -27.2% |
| 3M | -57.7% | -33.2% | -24.5% | -51.2% |
| 6M | -58.0% | +2.1% | -60.1% | -65.7% |
| YTD | -65.4% | +90.3% | -155.7% | -81.2% |
| 1Y | -70.8% | +67.7% | -138.5% | -82.9% |
| All | +1,055.8% | +153.0% | +902.8% | +309.2% |
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 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