-5.8%
QBTS vs PRU
+108.3%
-114.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -3.4% |
| 7D | -10.5% | +3.6% | -14.1% | -12.2% |
| 30D | -20.5% | +8.9% | -29.4% | -24.5% |
| 3M | -54.3% | +0.2% | -54.4% | -54.5% |
| 6M | -55.4% | +23.7% | -79.1% | -60.8% |
| YTD | -63.4% | +13.7% | -77.2% | -66.3% |
| 1Y | -59.1% | +20.6% | -79.8% | -63.5% |
| 3Y | +1,216.8% | +56.3% | +1,160.5% | +988.3% |
| 5Y | -2.6% | +42.3% | -45.0% | -19.9% |
| All | -5.8% | +108.3% | -114.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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