+3.3%
QBTS vs PFGC
+138.1%
-134.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -7.9% | -8.5% |
| 7D | +1.1% | +15.0% | -14.0% | -2.5% |
| 30D | -28.1% | +17.0% | -45.1% | -31.1% |
| 3M | -48.1% | -2.5% | -45.6% | -48.0% |
| 6M | -53.6% | +19.2% | -72.8% | -56.1% |
| YTD | -59.9% | +23.4% | -83.4% | -62.5% |
| 1Y | -64.3% | +13.9% | -78.2% | -66.0% |
| 3Y | +1,355.6% | +82.0% | +1,273.6% | +1,195.7% |
| 5Y | +6.6% | +128.7% | -122.1% | -4.1% |
| All | +3.3% | +138.1% | -134.8% | -5.2% |
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