+46.9%
PM vs QBTS
-66.5%
+113.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.3% | -11.8% | +16.1% | +3.8% |
| 30D | +11.5% | -33.6% | +45.1% | +10.0% |
| 3M | +13.0% | -52.5% | +65.5% | +10.6% |
| 6M | +25.9% | -50.4% | +76.3% | +23.9% |
| YTD | +34.0% | -60.3% | +94.3% | +30.7% |
| 1Y | +46.9% | -65.1% | +112.0% | +43.4% |
| All | +46.9% | -66.5% | +113.4% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling