+16.6%
QBTS vs PFG
+101.8%
-85.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.0% | +3.4% | +4.8% |
| 7D | +13.7% | +2.3% | +11.4% | +12.2% |
| 30D | -21.3% | +7.6% | -28.9% | -24.7% |
| 3M | -44.7% | +2.5% | -47.3% | -45.9% |
| 6M | -49.2% | +16.6% | -65.8% | -54.5% |
| YTD | -56.1% | +34.1% | -90.2% | -64.0% |
| 1Y | -61.1% | +44.1% | -105.2% | -69.5% |
| 3Y | +1,511.0% | +86.3% | +1,424.7% | +1,034.5% |
| 5Y | +16.6% | +101.6% | -85.0% | -18.5% |
| All | +16.6% | +101.8% | -85.2% | -18.5% |
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