-5.8%
QBTS vs PR
+1,304.3%
-1,310.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.1% | -3.1% |
| 7D | -10.5% | +6.0% | -16.5% | -11.5% |
| 30D | -20.5% | -4.2% | -16.3% | -20.0% |
| 3M | -54.3% | +10.0% | -64.2% | -55.2% |
| 6M | -55.4% | +15.6% | -71.0% | -57.1% |
| YTD | -63.4% | +68.2% | -131.6% | -67.6% |
| 1Y | -59.1% | +79.2% | -138.3% | -64.2% |
| 3Y | +1,216.8% | +94.9% | +1,121.9% | +1,033.2% |
| 5Y | -2.6% | +272.8% | -275.4% | -18.0% |
| All | -5.8% | +1,304.3% | -1,310.1% | -19.3% |
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