+1,457.0%
QBTS vs PPG
-17.7%
+1,474.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.0% |
| 7D | -1.0% | -5.1% | +4.2% | +3.5% |
| 30D | -17.6% | -9.6% | -8.1% | -10.3% |
| 3M | -28.3% | -6.4% | -21.9% | -24.2% |
| 6M | -11.2% | +0.5% | -11.7% | -11.7% |
| YTD | -36.3% | +4.4% | -40.7% | -40.4% |
| 1Y | +3.9% | -0.9% | +4.8% | +1.0% |
| All | +1,457.0% | -17.7% | +1,474.7% | +1,612.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling