+65.5%
QBTS vs PNR
+20.2%
+45.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.3% | -6.0% | +7.4% | +4.5% |
| 30D | -19.0% | -14.0% | -5.0% | -12.6% |
| 3M | -29.5% | -21.7% | -7.8% | -21.4% |
| 6M | -11.2% | -37.3% | +26.1% | +11.6% |
| YTD | -35.8% | -45.1% | +9.4% | -13.8% |
| 1Y | +1.7% | -49.1% | +50.8% | +42.6% |
| 3Y | +1,470.1% | -14.8% | +1,484.9% | +1,613.7% |
| 5Y | +72.3% | -21.0% | +93.3% | +83.4% |
| All | +65.5% | +20.2% | +45.3% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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