+13.0%
QBTS vs PLD
+59.8%
-46.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.8% | +4.6% | +6.2% |
| 7D | +13.7% | +0.7% | +13.0% | +13.4% |
| 30D | -21.3% | +0.8% | -22.1% | -21.6% |
| 3M | -44.7% | -6.1% | -38.6% | -43.2% |
| 6M | -49.2% | -8.0% | -41.2% | -47.7% |
| YTD | -56.1% | +4.7% | -60.8% | -57.3% |
| 1Y | -61.1% | +7.2% | -68.3% | -62.6% |
| 3Y | +1,511.0% | +39.2% | +1,471.7% | +1,313.4% |
| 5Y | +16.6% | +1.9% | +14.7% | +7.1% |
| All | +13.0% | +59.8% | -46.8% | +3.4% |
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