-5.8%
QBTS vs PFG
+185.9%
-191.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.1% |
| 7D | -10.5% | +2.4% | -12.9% | -11.5% |
| 30D | -20.5% | +5.9% | -26.4% | -22.8% |
| 3M | -54.3% | -0.4% | -53.8% | -54.3% |
| 6M | -55.4% | +14.8% | -70.3% | -59.0% |
| YTD | -63.4% | +31.9% | -95.4% | -68.7% |
| 1Y | -59.1% | +38.8% | -97.9% | -65.9% |
| 3Y | +1,216.8% | +82.4% | +1,134.4% | +904.9% |
| 5Y | -2.6% | +94.7% | -97.3% | -25.9% |
| All | -5.8% | +185.9% | -191.7% | -26.0% |
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