-74.0%
PYPL vs QBTS
+61.8%
-135.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -3.0% |
| 7D | +2.7% | -2.4% | +5.1% | +2.8% |
| 30D | -4.9% | -22.5% | +17.6% | -3.8% |
| 3M | +28.9% | -40.0% | +68.9% | +31.5% |
| 6M | +18.2% | -12.3% | +30.6% | +17.2% |
| YTD | -5.0% | -36.6% | +31.6% | -4.5% |
| 1Y | -18.8% | +8.4% | -27.3% | -21.6% |
| 3Y | -12.6% | +1,380.4% | -1,392.9% | -33.5% |
| 5Y | -80.8% | +69.7% | -150.5% | -85.3% |
| All | -74.0% | +61.8% | -135.8% | -80.3% |
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