-10.8%
QBTS vs PDD
-43.6%
+32.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.2% | -15.0% | -13.1% |
| 7D | -21.7% | +5.9% | -27.6% | -22.4% |
| 30D | -42.7% | +7.1% | -49.8% | -43.3% |
| 3M | -57.7% | -7.7% | -50.0% | -57.3% |
| 6M | -58.0% | -13.2% | -44.8% | -57.4% |
| YTD | -65.4% | -26.0% | -39.4% | -64.1% |
| 1Y | -70.8% | -38.4% | -32.4% | -69.1% |
| 3Y | +930.8% | -21.1% | +951.9% | +948.1% |
| 5Y | -7.8% | +0.3% | -8.2% | -9.2% |
| All | -10.8% | -43.6% | +32.7% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling