+13.0%
QBTS vs PTC
+75.0%
-62.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.0% | +7.3% |
| 7D | +13.7% | +0.8% | +12.9% | +13.5% |
| 30D | -21.3% | +0.7% | -22.0% | -21.4% |
| 3M | -44.7% | +32.6% | -77.4% | -49.7% |
| 6M | -49.2% | +33.6% | -82.7% | -54.3% |
| YTD | -56.1% | +12.4% | -68.6% | -58.1% |
| 1Y | -61.1% | +11.2% | -72.3% | -62.6% |
| 3Y | +1,511.0% | +31.7% | +1,479.3% | +1,399.1% |
| 5Y | +16.6% | +60.1% | -43.5% | +9.7% |
| All | +13.0% | +75.0% | -62.0% | +5.5% |
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