+65.5%
QBTS vs PPG
-16.7%
+82.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +1.3% | -6.2% | +7.6% | +4.4% |
| 30D | -19.0% | -7.9% | -11.1% | -15.8% |
| 3M | -29.5% | -10.2% | -19.3% | -25.7% |
| 6M | -11.2% | +2.7% | -13.8% | -11.5% |
| YTD | -35.8% | +4.9% | -40.6% | -37.0% |
| 1Y | +1.7% | -3.2% | +4.9% | +2.6% |
| 3Y | +1,470.1% | -17.0% | +1,487.1% | +1,546.0% |
| 5Y | +72.3% | -23.3% | +95.6% | +83.8% |
| All | +65.5% | -16.7% | +82.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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