-81.1%
PYPL vs QBTS
+81.8%
-162.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.6% | -9.8% | -3.6% |
| 7D | +1.7% | +6.8% | -5.1% | +1.4% |
| 30D | -9.7% | -14.9% | +5.1% | -9.1% |
| 3M | +29.2% | -31.6% | +60.8% | +30.9% |
| 6M | +13.9% | -4.9% | +18.8% | +12.4% |
| YTD | -8.1% | -32.4% | +24.3% | -7.9% |
| 1Y | -21.4% | +14.6% | -36.0% | -24.3% |
| 3Y | -11.8% | +1,839.6% | -1,851.4% | -33.4% |
| 5Y | -81.1% | +81.2% | -162.4% | -86.6% |
| All | -81.1% | +81.8% | -162.9% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling