+509.8%
PLTR vs QBTS
+62.5%
+447.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.9% |
| 7D | -9.1% | -1.0% | -8.2% | -9.1% |
| 30D | -5.2% | -17.6% | +12.5% | -3.4% |
| 3M | +27.4% | -28.3% | +55.7% | +31.2% |
| 6M | +9.7% | -11.2% | +20.9% | +9.1% |
| YTD | -6.7% | -36.3% | +29.6% | -4.6% |
| 1Y | -0.5% | +3.9% | -4.4% | -4.5% |
| 3Y | +996.2% | +1,728.8% | -732.5% | +645.0% |
| 5Y | +531.1% | +70.9% | +460.3% | +317.7% |
| All | +509.8% | +62.5% | +447.2% | +324.4% |
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