+5.2%
QBTS vs PRU
+101.0%
-95.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -2.6% | +20.6% | +19.5% |
| 7D | +0.3% | +2.4% | -2.1% | -1.3% |
| 30D | -29.8% | +6.1% | -36.0% | -32.4% |
| 3M | -45.0% | -0.7% | -44.2% | -45.0% |
| 6M | -55.2% | +22.1% | -77.2% | -60.4% |
| YTD | -59.2% | +9.8% | -68.9% | -61.6% |
| 1Y | -62.4% | +19.4% | -81.7% | -66.2% |
| 3Y | +1,264.0% | +50.4% | +1,213.6% | +1,050.4% |
| 5Y | +8.8% | +37.2% | -28.4% | -8.7% |
| All | +5.2% | +101.0% | -95.8% | -9.0% |
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