+64.1%
QBTS vs PGR
+170.6%
-106.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | -1.0% | -3.4% | +2.5% | -1.5% |
| 30D | -17.6% | +1.8% | -19.5% | -17.3% |
| 3M | -28.3% | +5.9% | -34.3% | -27.5% |
| 6M | -11.2% | +4.6% | -15.8% | -9.9% |
| YTD | -36.3% | +1.1% | -37.4% | -35.4% |
| 1Y | +3.9% | -6.6% | +10.4% | +5.0% |
| 3Y | +1,728.8% | +74.2% | +1,654.5% | +2,014.0% |
| 5Y | +70.9% | +159.5% | -88.6% | +105.7% |
| All | +64.1% | +170.6% | -106.5% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling