+1,400.0%
QBTS vs PR
+88.0%
+1,312.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.9% | +16.1% | +17.2% |
| 7D | +0.3% | -16.4% | +16.7% | +8.1% |
| 30D | -29.8% | -1.9% | -27.9% | -29.7% |
| 3M | -45.0% | +8.0% | -52.9% | -47.5% |
| 6M | -55.2% | +4.1% | -59.3% | -57.2% |
| YTD | -59.2% | +58.7% | -117.9% | -71.0% |
| 1Y | -62.4% | +75.8% | -138.2% | -75.1% |
| All | +1,400.0% | +88.0% | +1,312.0% | +815.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling