+208.6%
PM vs QBTS
+4.2%
+204.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.0% | -19.8% | -1.8% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | +2.7% | -29.8% | +32.5% | +2.6% |
| 3M | +6.1% | -45.0% | +51.1% | +6.0% |
| 6M | +18.0% | -55.2% | +73.2% | +17.9% |
| YTD | +26.6% | -59.2% | +85.7% | +26.4% |
| 1Y | +36.7% | -62.4% | +99.1% | +36.6% |
| 3Y | +146.0% | +1,264.0% | -1,118.0% | +141.1% |
| 5Y | +164.1% | +8.8% | +155.3% | +148.1% |
| All | +208.6% | +4.2% | +204.4% | +192.6% |
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