+4.9%
QBTS vs PLD
+59.1%
-54.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +2.6% | -1.0% | +3.6% | +3.2% |
| 30D | -22.5% | -1.8% | -20.6% | -21.8% |
| 3M | -47.4% | -6.0% | -41.3% | -45.9% |
| 6M | -55.7% | -8.4% | -47.3% | -54.3% |
| YTD | -59.3% | +4.2% | -63.5% | -60.2% |
| 1Y | -63.3% | +6.2% | -69.5% | -64.5% |
| 3Y | +1,379.2% | +37.0% | +1,342.2% | +1,203.3% |
| 5Y | +8.3% | +1.2% | +7.2% | -0.3% |
| All | +4.9% | +59.1% | -54.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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