-8.0%
QBTS vs PR
+218.9%
-226.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.9% | -8.0% | -11.4% |
| 7D | -21.7% | -16.5% | -5.2% | -17.5% |
| 30D | -42.7% | -4.5% | -38.2% | -42.1% |
| 3M | -57.7% | +8.5% | -66.2% | -59.1% |
| 6M | -58.0% | -3.3% | -54.7% | -58.4% |
| YTD | -65.4% | +55.7% | -121.1% | -71.1% |
| 1Y | -70.8% | +82.0% | -152.9% | -77.0% |
| 3Y | +930.8% | +62.5% | +868.3% | +730.1% |
| All | -8.0% | +218.9% | -226.9% | -31.1% |
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