+63.3%
QBTS vs PPL
+54.4%
+8.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.4% | +2.7% | -5.1% | -1.9% |
| 30D | -22.5% | +0.5% | -22.9% | -22.4% |
| 3M | -40.0% | +0.7% | -40.7% | -39.8% |
| 6M | -12.3% | -7.6% | -4.7% | -13.4% |
| YTD | -36.6% | +1.8% | -38.4% | -36.4% |
| 1Y | +8.4% | -0.8% | +9.2% | +8.6% |
| 3Y | +1,380.4% | +56.9% | +1,323.5% | +1,514.4% |
| 5Y | +69.7% | +39.5% | +30.2% | +84.3% |
| All | +63.3% | +54.4% | +8.9% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling