-3.1%
QBTS vs PFGC
+135.9%
-138.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.3% |
| 7D | +8.7% | +0.3% | +8.5% | +8.7% |
| 30D | -26.5% | +16.1% | -42.6% | -29.4% |
| 3M | -52.6% | +2.4% | -54.9% | -53.0% |
| 6M | -56.0% | +15.7% | -71.7% | -58.1% |
| YTD | -62.4% | +22.3% | -84.7% | -64.7% |
| 1Y | -62.7% | +13.9% | -76.6% | -64.5% |
| 3Y | +1,266.7% | +80.3% | +1,186.4% | +1,119.6% |
| 5Y | +0.2% | +136.1% | -135.9% | -9.8% |
| All | -3.1% | +135.9% | -138.9% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling