+68.7%
QBTS vs PFG
+187.0%
-118.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | +3.8% | +3.2% | +0.6% | +1.9% |
| 30D | -15.2% | +0.9% | -16.2% | -15.8% |
| 3M | -27.2% | +7.7% | -34.9% | -30.5% |
| 6M | -10.1% | +29.0% | -39.0% | -21.9% |
| YTD | -34.5% | +32.5% | -67.0% | -44.0% |
| 1Y | +6.0% | +47.3% | -41.3% | -13.9% |
| 3Y | +1,779.3% | +68.2% | +1,711.0% | +1,359.8% |
| 5Y | +75.4% | +108.5% | -33.1% | +33.0% |
| All | +68.7% | +187.0% | -118.4% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling