+3.3%
QBTS vs PFG
+192.0%
-188.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.2% | -8.9% |
| 7D | +1.1% | +3.0% | -1.9% | -0.4% |
| 30D | -28.1% | +8.2% | -36.2% | -30.9% |
| 3M | -48.1% | +2.7% | -50.8% | -49.0% |
| 6M | -53.6% | +17.2% | -70.8% | -57.8% |
| YTD | -59.9% | +34.8% | -94.7% | -66.0% |
| 1Y | -64.3% | +43.6% | -107.9% | -70.8% |
| 3Y | +1,355.6% | +85.4% | +1,270.1% | +999.3% |
| 5Y | +6.6% | +102.2% | -95.6% | -19.9% |
| All | +3.3% | +192.0% | -188.8% | -19.9% |
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