+18.0%
PEP vs QBTS
-4.0%
+22.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.6% | +6.4% | -1.2% |
| 7D | -0.3% | +8.7% | -9.0% | -0.2% |
| 30D | +11.8% | -26.5% | +38.2% | +11.6% |
| 3M | +3.7% | -52.6% | +56.2% | +3.2% |
| 6M | -4.3% | -56.0% | +51.7% | -4.6% |
| YTD | +2.1% | -62.4% | +64.5% | +1.8% |
| 1Y | +2.5% | -62.7% | +65.2% | +2.2% |
| 3Y | -5.0% | +1,266.7% | -1,271.7% | -1.9% |
| 5Y | +2.9% | +0.2% | +2.7% | +3.6% |
| All | +18.0% | -4.0% | +22.0% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling