+185.7%
PM vs QBTS
+72.4%
+113.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.6% | -5.4% | +1.2% |
| 7D | -1.3% | +6.8% | -8.1% | -1.3% |
| 30D | -2.6% | -14.9% | +12.3% | -2.6% |
| 3M | +5.8% | -31.6% | +37.4% | +5.8% |
| 6M | +10.6% | -4.9% | +15.5% | +10.5% |
| YTD | +17.2% | -32.4% | +49.6% | +17.1% |
| 1Y | +17.6% | +14.6% | +3.0% | +17.3% |
| 3Y | +124.3% | +1,839.6% | -1,715.4% | +119.9% |
| 5Y | +125.1% | +81.2% | +43.8% | +111.4% |
| All | +185.7% | +72.4% | +113.3% | +171.0% |
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