+520.7%
PLTR vs QBTS
+2.2%
+518.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | +0.7% |
| 7D | -3.8% | +1.1% | -4.8% | -4.0% |
| 30D | -19.2% | -28.1% | +8.8% | -16.5% |
| 3M | -3.7% | -48.1% | +44.4% | +2.9% |
| 6M | +22.5% | -53.6% | +76.1% | +30.8% |
| YTD | -5.0% | -59.9% | +54.9% | +1.8% |
| 1Y | -12.8% | -64.3% | +51.5% | -6.2% |
| 3Y | +758.3% | +1,355.6% | -597.3% | +505.8% |
| 5Y | +649.6% | +6.6% | +643.0% | +421.2% |
| All | +520.7% | +2.2% | +518.4% | +352.8% |
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 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