+5.2%
QBTS vs PDD
-44.2%
+49.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.1% | +19.1% | +18.2% |
| 7D | +0.3% | +5.6% | -5.3% | -0.6% |
| 30D | -29.8% | +5.8% | -35.6% | -30.4% |
| 3M | -45.0% | -8.6% | -36.4% | -44.4% |
| 6M | -55.2% | -18.8% | -36.3% | -54.2% |
| YTD | -59.2% | -26.8% | -32.4% | -57.6% |
| 1Y | -62.4% | -39.3% | -23.1% | -60.0% |
| 3Y | +1,264.0% | -22.5% | +1,286.5% | +1,289.6% |
| 5Y | +8.8% | -0.8% | +9.5% | +7.3% |
| All | +5.2% | -44.2% | +49.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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