-5.8%
QBTS vs PHM
+219.8%
-225.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -10.5% | -4.1% | -6.4% | -9.7% |
| 30D | -20.5% | +16.1% | -36.7% | -22.8% |
| 3M | -54.3% | -2.5% | -51.8% | -54.2% |
| 6M | -55.4% | +12.9% | -68.3% | -56.6% |
| YTD | -63.4% | +9.0% | -72.5% | -64.3% |
| 1Y | -59.1% | +8.2% | -67.3% | -60.2% |
| 3Y | +1,216.8% | +58.4% | +1,158.4% | +1,120.7% |
| 5Y | -2.6% | +159.2% | -161.8% | -7.0% |
| All | -5.8% | +219.8% | -225.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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