+3.3%
QBTS vs PLD
+59.2%
-56.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.3% | -8.5% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | -28.1% | +0.5% | -28.5% | -28.2% |
| 3M | -48.1% | -5.5% | -42.6% | -46.8% |
| 6M | -53.6% | -8.3% | -45.2% | -52.1% |
| YTD | -59.9% | +4.3% | -64.2% | -60.9% |
| 1Y | -64.3% | +7.4% | -71.8% | -65.7% |
| 3Y | +1,355.6% | +37.1% | +1,318.5% | +1,182.2% |
| 5Y | +6.6% | +1.3% | +5.3% | -1.9% |
| All | +3.3% | +59.2% | -56.0% | -5.4% |
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