-72.2%
PYPL vs QBTS
+2.2%
-74.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.6% | +6.5% | -1.7% |
| 7D | +1.0% | +1.1% | -0.1% | +0.8% |
| 30D | +5.9% | -28.1% | +33.9% | +7.4% |
| 3M | -0.2% | -48.1% | +47.8% | +2.8% |
| 6M | +30.3% | -53.6% | +83.9% | +33.7% |
| YTD | +1.6% | -59.9% | +61.5% | +4.2% |
| 1Y | -10.3% | -64.3% | +54.0% | -7.8% |
| 3Y | +8.5% | +1,355.6% | -1,347.0% | -17.0% |
| 5Y | -71.0% | +6.6% | -77.6% | -77.3% |
| All | -72.2% | +2.2% | -74.5% | -78.5% |
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