-10.8%
QBTS vs PR
+1,200.1%
-1,210.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.9% | -8.0% | -12.0% |
| 7D | -21.7% | -16.5% | -5.2% | -19.2% |
| 30D | -42.7% | -4.5% | -38.2% | -42.3% |
| 3M | -57.7% | +8.5% | -66.2% | -58.5% |
| 6M | -58.0% | -3.3% | -54.7% | -58.2% |
| YTD | -65.4% | +55.7% | -121.1% | -68.9% |
| 1Y | -70.8% | +82.0% | -152.9% | -74.6% |
| 3Y | +930.8% | +62.5% | +868.3% | +810.4% |
| 5Y | -7.8% | +223.9% | -231.8% | -21.4% |
| All | -10.8% | +1,200.1% | -1,210.9% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling