+5.2%
QBTS vs PLD
+55.4%
-50.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.2% | +19.2% | +18.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | -29.8% | -0.3% | -29.6% | -29.8% |
| 3M | -45.0% | -8.0% | -36.9% | -43.0% |
| 6M | -55.2% | -9.8% | -45.4% | -53.5% |
| YTD | -59.2% | +1.8% | -60.9% | -59.8% |
| 1Y | -62.4% | +5.6% | -68.0% | -63.6% |
| 3Y | +1,264.0% | +33.3% | +1,230.7% | +1,115.0% |
| 5Y | +8.8% | +0.3% | +8.5% | +1.0% |
| All | +5.2% | +55.4% | -50.2% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling