+4.9%
QBTS vs PFG
+188.7%
-183.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.2% |
| 7D | +2.6% | -2.2% | +4.8% | +4.0% |
| 30D | -22.5% | +6.4% | -28.8% | -24.9% |
| 3M | -47.4% | +2.2% | -49.6% | -48.2% |
| 6M | -55.7% | +16.3% | -71.9% | -59.5% |
| YTD | -59.3% | +33.2% | -92.5% | -65.3% |
| 1Y | -63.3% | +40.6% | -103.9% | -69.6% |
| 3Y | +1,379.2% | +83.3% | +1,295.8% | +1,023.7% |
| 5Y | +8.3% | +97.7% | -89.4% | -18.1% |
| All | +4.9% | +188.7% | -183.8% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling