+74.1%
QBTS vs PTC
+19.1%
+55.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -5.5% | +12.1% | +8.3% |
| 7D | +6.8% | -12.8% | +19.6% | +11.4% |
| 30D | -14.9% | -9.8% | -5.1% | -12.4% |
| 3M | -31.6% | -2.1% | -29.5% | -32.2% |
| 6M | -4.9% | -18.1% | +13.2% | +0.3% |
| YTD | -32.4% | -23.5% | -8.9% | -27.0% |
| 1Y | +14.6% | -37.4% | +51.9% | +33.2% |
| 3Y | +1,839.6% | -7.2% | +1,846.9% | +1,932.7% |
| 5Y | +81.2% | +2.7% | +78.6% | +93.6% |
| All | +74.1% | +19.1% | +55.0% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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