+13.4%
PEP vs QBTS
+67.0%
-53.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.3% |
| 7D | -1.7% | +3.8% | -5.5% | -1.7% |
| 30D | +0.3% | -15.2% | +15.5% | +0.2% |
| 3M | -3.2% | -27.2% | +24.0% | -3.4% |
| 6M | -13.6% | -10.1% | -3.5% | -13.5% |
| YTD | -1.9% | -34.5% | +32.7% | -1.9% |
| 1Y | -0.6% | +6.0% | -6.6% | -0.3% |
| 3Y | -13.6% | +1,779.3% | -1,792.8% | -10.5% |
| 5Y | +3.2% | +75.4% | -72.2% | +4.2% |
| All | +13.4% | +67.0% | -53.7% | +15.4% |
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