+8.3%
QBTS vs PHM
+166.4%
-158.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.8% |
| 7D | +2.6% | -4.8% | +7.4% | +3.6% |
| 30D | -22.5% | +16.5% | -39.0% | -25.1% |
| 3M | -47.4% | -2.0% | -45.4% | -47.3% |
| 6M | -55.7% | +12.7% | -68.3% | -57.0% |
| YTD | -59.3% | +11.2% | -70.4% | -60.6% |
| 1Y | -63.3% | +7.7% | -71.0% | -64.3% |
| 3Y | +1,379.2% | +60.9% | +1,318.3% | +1,246.4% |
| 5Y | +8.3% | +167.7% | -159.4% | +4.7% |
| All | +8.3% | +166.4% | -158.0% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling