+81.2%
QBTS vs PFG
+110.7%
-29.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +7.4% |
| 7D | +6.8% | +6.0% | +0.8% | +2.8% |
| 30D | -14.9% | +2.2% | -17.1% | -16.3% |
| 3M | -31.6% | +10.4% | -42.0% | -36.2% |
| 6M | -4.9% | +27.8% | -32.7% | -19.0% |
| YTD | -32.4% | +33.6% | -66.1% | -44.0% |
| 1Y | +14.6% | +49.3% | -34.7% | -11.1% |
| 3Y | +1,839.6% | +69.7% | +1,769.9% | +1,324.9% |
| 5Y | +81.2% | +111.3% | -30.1% | +28.7% |
| All | +81.2% | +110.7% | -29.5% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling