+75.4%
QBTS vs PHM
+152.6%
-77.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | +3.8% | -3.9% | +7.7% | +4.6% |
| 30D | -15.2% | -8.6% | -6.7% | -13.8% |
| 3M | -27.2% | -2.9% | -24.3% | -27.0% |
| 6M | -10.1% | -5.7% | -4.4% | -9.5% |
| YTD | -34.5% | +1.9% | -36.4% | -35.3% |
| 1Y | +6.0% | -12.3% | +18.3% | +7.6% |
| 3Y | +1,779.3% | +50.8% | +1,728.5% | +1,639.2% |
| 5Y | +75.4% | +157.3% | -81.9% | +71.9% |
| All | +75.4% | +152.6% | -77.1% | +71.9% |
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