+13.0%
QBTS vs PR
+1,211.0%
-1,198.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +7.6% |
| 7D | +13.7% | -12.4% | +26.1% | +16.4% |
| 30D | -21.3% | -6.6% | -14.7% | -20.4% |
| 3M | -44.7% | +7.5% | -52.3% | -45.7% |
| 6M | -49.2% | +10.8% | -60.0% | -50.7% |
| YTD | -56.1% | +57.0% | -113.2% | -60.6% |
| 1Y | -61.1% | +67.9% | -129.1% | -65.6% |
| 3Y | +1,511.0% | +87.6% | +1,423.4% | +1,299.4% |
| 5Y | +16.6% | +220.4% | -203.8% | -0.7% |
| All | +13.0% | +1,211.0% | -1,198.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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