+65.5%
QBTS vs PGR
+172.4%
-106.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +1.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.2% |
| 30D | -19.0% | +4.9% | -23.9% | -18.3% |
| 3M | -29.5% | +7.6% | -37.1% | -28.4% |
| 6M | -11.2% | +8.3% | -19.4% | -9.6% |
| YTD | -35.8% | +1.7% | -37.5% | -34.8% |
| 1Y | +1.7% | -6.8% | +8.5% | +2.9% |
| 3Y | +1,470.1% | +73.4% | +1,396.6% | +1,713.2% |
| 5Y | +72.3% | +161.2% | -88.9% | +107.6% |
| All | +65.5% | +172.4% | -106.9% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling