+182.3%
PM vs QBTS
+61.8%
+120.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -2.0% |
| 7D | -4.9% | -2.4% | -2.5% | -4.9% |
| 30D | -3.4% | -22.5% | +19.1% | -3.4% |
| 3M | +5.2% | -40.0% | +45.2% | +5.2% |
| 6M | +3.7% | -12.3% | +16.0% | +3.7% |
| YTD | +15.8% | -36.6% | +52.4% | +15.7% |
| 1Y | +17.4% | +8.4% | +8.9% | +17.0% |
| 3Y | +116.9% | +1,380.4% | -1,263.4% | +112.7% |
| 5Y | +117.3% | +69.7% | +47.6% | +104.2% |
| All | +182.3% | +61.8% | +120.5% | +167.8% |
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