-10.8%
QBTS vs PENG
+111.7%
-122.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -23.0% | +10.2% | -4.3% |
| 7D | -21.7% | -36.7% | +15.0% | -8.1% |
| 30D | -42.7% | -42.0% | -0.7% | -31.4% |
| 3M | -57.7% | -33.2% | -24.5% | -52.6% |
| 6M | -58.0% | +2.1% | -60.1% | -61.3% |
| YTD | -65.4% | +90.3% | -155.7% | -74.8% |
| 1Y | -70.8% | +67.7% | -138.5% | -77.8% |
| 3Y | +930.8% | +154.2% | +776.5% | +618.6% |
| 5Y | -7.8% | +28.3% | -36.1% | -34.0% |
| All | -10.8% | +111.7% | -122.5% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling