+161.2%
PANW vs QBTS
+1,716.2%
-1,555.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.4% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | -14.6% | -19.0% | +4.4% | -13.5% |
| 3M | +18.3% | -29.5% | +47.8% | +20.3% |
| 6M | +100.5% | -11.2% | +111.6% | +99.5% |
| YTD | +79.5% | -35.8% | +115.3% | +81.3% |
| 1Y | +66.7% | +1.7% | +65.0% | +62.5% |
| 3Y | +161.2% | +1,470.1% | -1,308.9% | +109.7% |
| All | +161.2% | +1,716.2% | -1,555.0% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 3y: compounded portfolio wealth divided by compounded QBTS 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…
3y analysis · Full analysis span regression · 6 months rolling