-65.1%
QBTS vs PFGC
+12.5%
-77.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.5% | -13.4% | -2.8% |
| 7D | -11.8% | +13.9% | -25.7% | -14.7% |
| 30D | -33.6% | +18.4% | -52.0% | -36.7% |
| 3M | -52.5% | -2.5% | -49.9% | -51.6% |
| 6M | -50.4% | +26.0% | -76.4% | -56.1% |
| YTD | -60.3% | +21.9% | -82.2% | -63.2% |
| 1Y | -65.1% | +13.4% | -78.5% | -68.7% |
| All | -65.1% | +12.5% | -77.6% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling