-5.8%
QBTS vs PPL
+58.2%
-64.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -2.6% |
| 7D | -10.5% | -0.4% | -10.1% | -10.5% |
| 30D | -20.5% | +2.6% | -23.2% | -20.0% |
| 3M | -54.3% | +0.8% | -55.1% | -54.1% |
| 6M | -55.4% | +1.4% | -56.8% | -55.2% |
| YTD | -63.4% | +4.3% | -67.7% | -63.1% |
| 1Y | -59.1% | +0.8% | -59.9% | -58.9% |
| 3Y | +1,216.8% | +57.9% | +1,158.9% | +1,338.2% |
| 5Y | -2.6% | +48.3% | -51.0% | +6.3% |
| All | -5.8% | +58.2% | -64.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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