+565.8%
PLTR vs QBTS
+81.8%
+484.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.6% | -8.9% | -3.0% |
| 7D | -5.3% | +6.8% | -12.2% | -6.0% |
| 30D | -1.0% | -14.9% | +13.9% | +0.5% |
| 3M | +24.8% | -31.6% | +56.4% | +29.1% |
| 6M | +8.4% | -4.9% | +13.3% | +6.9% |
| YTD | -4.2% | -32.4% | +28.2% | -2.7% |
| 1Y | +9.1% | +14.6% | -5.5% | +3.8% |
| 3Y | +1,025.6% | +1,839.6% | -814.0% | +662.2% |
| 5Y | +565.8% | +81.2% | +484.5% | +314.9% |
| All | +565.8% | +81.8% | +484.0% | +314.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling