+13.0%
QBTS vs PPL
+58.3%
-45.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.3% |
| 7D | +13.7% | -1.2% | +14.9% | +13.5% |
| 30D | -21.3% | +4.2% | -25.5% | -20.6% |
| 3M | -44.7% | +1.5% | -46.3% | -44.5% |
| 6M | -49.2% | +1.0% | -50.2% | -48.9% |
| YTD | -56.1% | +4.4% | -60.5% | -55.7% |
| 1Y | -61.1% | +0.8% | -61.9% | -60.9% |
| 3Y | +1,511.0% | +56.5% | +1,454.5% | +1,655.4% |
| 5Y | +16.6% | +47.7% | -31.1% | +27.3% |
| All | +13.0% | +58.3% | -45.3% | +23.3% |
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