+203.0%
PM vs QBTS
+2.2%
+200.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.2% | +0.6% |
| 7D | -6.6% | +1.1% | -7.7% | -6.6% |
| 30D | -3.4% | -28.1% | +24.6% | -3.5% |
| 3M | +5.3% | -48.1% | +53.4% | +5.2% |
| 6M | +15.5% | -53.6% | +69.1% | +15.4% |
| YTD | +24.3% | -59.9% | +84.2% | +24.1% |
| 1Y | +29.7% | -64.3% | +94.0% | +29.6% |
| 3Y | +144.9% | +1,355.6% | -1,210.6% | +140.0% |
| 5Y | +159.0% | +6.6% | +152.4% | +143.4% |
| All | +203.0% | +2.2% | +200.7% | +187.2% |
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