+65.5%
QBTS vs PHM
+197.1%
-131.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.6% |
| 7D | +1.3% | -5.0% | +6.3% | +2.2% |
| 30D | -19.0% | -8.4% | -10.6% | -17.8% |
| 3M | -29.5% | -4.4% | -25.0% | -29.1% |
| 6M | -11.2% | -3.7% | -7.4% | -10.9% |
| YTD | -35.8% | +1.3% | -37.0% | -36.4% |
| 1Y | +1.7% | -14.0% | +15.7% | +3.4% |
| 3Y | +1,470.1% | +48.1% | +1,422.0% | +1,371.3% |
| 5Y | +72.3% | +158.8% | -86.5% | +66.5% |
| All | +65.5% | +197.1% | -131.6% | +58.0% |
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