+8.5%
QBTS vs PR
+222.5%
-214.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +1.9% | +16.1% | +17.4% |
| 7D | +0.3% | -16.4% | +16.7% | +5.7% |
| 30D | -29.8% | -1.9% | -27.9% | -29.6% |
| 3M | -45.0% | +8.0% | -52.9% | -46.6% |
| 6M | -55.2% | +4.1% | -59.3% | -56.5% |
| YTD | -59.2% | +58.7% | -117.9% | -66.1% |
| 1Y | -62.4% | +75.8% | -138.2% | -69.9% |
| 3Y | +1,264.0% | +73.2% | +1,190.8% | +981.5% |
| All | +8.5% | +222.5% | -214.0% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling