+8.5%
QBTS vs PENG
+42.1%
-33.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +12.4% | +5.6% | +12.9% |
| 7D | +0.3% | -19.4% | +19.7% | +8.8% |
| 30D | -29.8% | -42.4% | +12.6% | -13.6% |
| 3M | -45.0% | -25.6% | -19.3% | -40.2% |
| 6M | -55.2% | +7.3% | -62.5% | -60.4% |
| YTD | -59.2% | +113.9% | -173.0% | -73.3% |
| 1Y | -62.4% | +93.6% | -155.9% | -74.4% |
| 3Y | +1,264.0% | +170.2% | +1,093.8% | +750.4% |
| All | +8.5% | +42.1% | -33.6% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling