-8.0%
QBTS vs PPL
+48.7%
-56.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.8% | -13.6% | -12.6% |
| 7D | -21.7% | +1.0% | -22.8% | -21.5% |
| 30D | -42.7% | +6.8% | -49.5% | -41.8% |
| 3M | -57.7% | +3.9% | -61.6% | -57.3% |
| 6M | -58.0% | -2.0% | -56.0% | -58.1% |
| YTD | -65.4% | +5.3% | -70.7% | -64.9% |
| 1Y | -70.8% | +2.2% | -73.0% | -70.5% |
| 3Y | +930.8% | +56.7% | +874.0% | +1,047.9% |
| All | -8.0% | +48.7% | -56.7% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling