-10.8%
QBTS vs PRU
+106.4%
-117.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -3.3% | -9.5% | -11.0% |
| 7D | -21.7% | +4.8% | -26.5% | -23.7% |
| 30D | -42.7% | +7.9% | -50.5% | -45.1% |
| 3M | -57.7% | +3.1% | -60.8% | -58.5% |
| 6M | -58.0% | +25.2% | -83.2% | -63.3% |
| YTD | -65.4% | +12.7% | -78.1% | -67.9% |
| 1Y | -70.8% | +23.5% | -94.3% | -74.2% |
| 3Y | +930.8% | +50.6% | +880.2% | +765.0% |
| 5Y | -7.8% | +40.9% | -48.7% | -23.6% |
| All | -10.8% | +106.4% | -117.3% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling