+548.7%
PANW vs QBTS
+67.0%
+481.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.6% | -0.4% |
| 7D | +2.0% | +3.8% | -1.8% | +1.8% |
| 30D | -13.0% | -15.2% | +2.2% | -12.3% |
| 3M | +28.6% | -27.2% | +55.8% | +30.2% |
| 6M | +103.0% | -10.1% | +113.1% | +102.1% |
| YTD | +81.9% | -34.5% | +116.5% | +83.2% |
| 1Y | +69.6% | +6.0% | +63.6% | +66.0% |
| 3Y | +169.4% | +1,779.3% | -1,609.8% | +125.4% |
| 5Y | +331.0% | +75.4% | +255.6% | +259.4% |
| All | +548.7% | +67.0% | +481.7% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling