+75.4%
QBTS vs PFGC
+111.7%
-36.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | +3.8% | -3.7% | +7.5% | +5.0% |
| 30D | -15.2% | -16.0% | +0.8% | -10.7% |
| 3M | -27.2% | -4.1% | -23.1% | -26.7% |
| 6M | -10.1% | +8.7% | -18.8% | -13.2% |
| YTD | -34.5% | +6.4% | -40.9% | -36.5% |
| 1Y | +6.0% | -8.4% | +14.4% | +7.4% |
| 3Y | +1,779.3% | +61.8% | +1,717.5% | +1,607.3% |
| 5Y | +75.4% | +108.7% | -33.3% | +63.8% |
| All | +75.4% | +111.7% | -36.3% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling