+70.2%
QBTS vs PENG
+115.2%
-45.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.9% | -4.0% |
| 7D | -2.4% | +4.5% | -7.0% | -4.3% |
| 30D | -22.5% | -7.1% | -15.4% | -20.4% |
| 3M | -40.0% | -27.3% | -12.8% | -34.3% |
| 6M | -12.3% | +169.6% | -181.9% | -44.8% |
| YTD | -36.6% | +164.6% | -201.2% | -59.8% |
| 1Y | +8.4% | +109.5% | -101.0% | -25.0% |
| 3Y | +1,380.4% | +98.9% | +1,281.4% | +866.4% |
| All | +70.2% | +115.2% | -45.0% | +4.3% |
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