+64.1%
QBTS vs PPG
-17.0%
+81.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.8% |
| 7D | -1.0% | -5.1% | +4.2% | +1.5% |
| 30D | -17.6% | -9.6% | -8.1% | -13.7% |
| 3M | -28.3% | -6.4% | -21.9% | -25.9% |
| 6M | -11.2% | +0.5% | -11.7% | -10.8% |
| YTD | -36.3% | +4.4% | -40.7% | -37.4% |
| 1Y | +3.9% | -0.9% | +4.8% | +3.8% |
| 3Y | +1,728.8% | -17.0% | +1,745.7% | +1,820.3% |
| 5Y | +70.9% | -23.7% | +94.5% | +82.6% |
| All | +64.1% | -17.0% | +81.2% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling