-3.1%
QBTS vs PHM
+219.5%
-222.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.0% | -5.6% | -7.2% |
| 7D | +8.7% | -6.1% | +14.8% | +10.0% |
| 30D | -26.5% | +13.7% | -40.2% | -28.3% |
| 3M | -52.6% | -1.5% | -51.0% | -52.5% |
| 6M | -56.0% | +11.3% | -67.2% | -57.0% |
| YTD | -62.4% | +8.9% | -71.3% | -63.3% |
| 1Y | -62.7% | +6.1% | -68.8% | -63.5% |
| 3Y | +1,266.7% | +57.7% | +1,209.0% | +1,167.4% |
| 5Y | +0.2% | +159.0% | -158.8% | -4.3% |
| All | -3.1% | +219.5% | -222.6% | -8.8% |
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