-59.1%
QBTS vs PFGC
+15.6%
-74.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | -10.5% | +3.4% | -13.9% | -11.0% |
| 30D | -20.5% | +16.9% | -37.5% | -23.4% |
| 3M | -54.3% | +6.4% | -60.7% | -54.5% |
| 6M | -55.4% | +16.0% | -71.4% | -58.1% |
| YTD | -63.4% | +23.6% | -87.1% | -65.3% |
| 1Y | -59.1% | +16.6% | -75.7% | -62.8% |
| All | -59.1% | +15.6% | -74.7% | -62.8% |
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