-71.9%
PYPL vs QBTS
+3.9%
-75.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.5% |
| 30D | +6.1% | -22.5% | +28.6% | +7.3% |
| 3M | +1.1% | -47.4% | +48.4% | +4.0% |
| 6M | +32.7% | -55.7% | +88.4% | +36.5% |
| YTD | +2.8% | -59.3% | +62.1% | +5.4% |
| 1Y | -10.8% | -63.3% | +52.5% | -8.5% |
| 3Y | +9.8% | +1,379.2% | -1,369.4% | -16.1% |
| 5Y | -70.2% | +8.3% | -78.6% | -76.7% |
| All | -71.9% | +3.9% | -75.8% | -78.2% |
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 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