It got sent back via orbiters ranging from the ESA's Trace Gas orbiter, the Mars Reconnaissance Orbiter or Mars Odyssey. Through those they can get up to 2 megabits per second [0] back to earth but that depends a lot on the orbiter it's talking to at a given time. The TGO is doing a lot and is one of the early high speed relays for the data from Perseverance. [1] There's also direct links to and from Earth but they're significantly slower.
[0] https://mars.nasa.gov/mars2020/spacecraft/rover/communicatio...
[1] https://scitechdaily.com/nasas-mars-2020-perseverance-rover-...