+63.3%
QBTS vs PFG
+193.7%
-130.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -2.4% | +5.5% | -7.9% | -5.3% |
| 30D | -22.5% | +2.4% | -24.9% | -23.7% |
| 3M | -40.0% | +13.6% | -53.6% | -44.4% |
| 6M | -12.3% | +27.9% | -40.2% | -23.5% |
| YTD | -36.6% | +35.6% | -72.1% | -46.4% |
| 1Y | +8.4% | +48.5% | -40.0% | -12.3% |
| 3Y | +1,380.4% | +66.9% | +1,313.5% | +1,043.8% |
| 5Y | +69.7% | +111.0% | -41.2% | +27.2% |
| All | +63.3% | +193.7% | -130.4% | +26.6% |
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