+540.9%
PLTR vs QBTS
+61.8%
+479.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.3% |
| 7D | -6.4% | -2.4% | -4.0% | -6.2% |
| 30D | +10.0% | -22.5% | +32.5% | +12.9% |
| 3M | +23.0% | -40.0% | +63.0% | +28.9% |
| 6M | +13.8% | -12.3% | +26.1% | +13.3% |
| YTD | -1.9% | -36.6% | +34.7% | +0.4% |
| 1Y | +11.6% | +8.4% | +3.2% | +6.9% |
| 3Y | +1,048.4% | +1,380.4% | -331.9% | +687.8% |
| 5Y | +554.4% | +69.7% | +484.7% | +333.8% |
| All | +540.9% | +61.8% | +479.2% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling