+63.3%
QBTS vs PFGC
+111.6%
-48.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.4% | -2.2% | -0.2% | -1.9% |
| 30D | -22.5% | -11.9% | -10.5% | -20.0% |
| 3M | -40.0% | +5.0% | -45.0% | -41.2% |
| 6M | -12.3% | +8.6% | -20.9% | -14.8% |
| YTD | -36.6% | +9.7% | -46.3% | -38.6% |
| 1Y | +8.4% | -6.3% | +14.7% | +9.0% |
| 3Y | +1,380.4% | +58.2% | +1,322.1% | +1,262.3% |
| 5Y | +69.7% | +110.4% | -40.7% | +57.6% |
| All | +63.3% | +111.6% | -48.2% | +55.1% |
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