+1,355.6%
QBTS vs PFGC
+84.6%
+1,270.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.3% |
| 7D | +1.1% | +15.0% | -14.0% | -6.9% |
| 30D | -28.1% | +17.0% | -45.1% | -34.8% |
| 3M | -48.1% | -2.5% | -45.6% | -47.5% |
| 6M | -53.6% | +19.2% | -72.8% | -59.8% |
| YTD | -59.9% | +23.4% | -83.4% | -66.4% |
| 1Y | -64.3% | +13.9% | -78.2% | -68.4% |
| 3Y | +1,355.6% | +82.0% | +1,273.6% | +1,077.7% |
| All | +1,355.6% | +84.6% | +1,270.9% | +1,077.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling