-10.8%
QBTS vs PLUG
-95.0%
+84.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -7.5% | -5.3% | -10.7% |
| 7D | -21.7% | -4.9% | -16.8% | -20.4% |
| 30D | -42.7% | -27.4% | -15.3% | -37.0% |
| 3M | -57.7% | -35.7% | -22.0% | -51.7% |
| 6M | -58.0% | -59.3% | +1.4% | -45.3% |
| YTD | -65.4% | -31.5% | -33.9% | -61.0% |
| 1Y | -70.8% | -48.9% | -22.0% | -64.9% |
| 3Y | +930.8% | -79.6% | +1,010.4% | +1,130.5% |
| 5Y | -7.8% | -96.5% | +88.6% | +17.4% |
| All | -10.8% | -95.0% | +84.2% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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