-10.8%
QBTS vs PPL
+59.7%
-70.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.8% | -13.6% | -12.7% |
| 7D | -21.7% | +1.0% | -22.8% | -21.5% |
| 30D | -42.7% | +6.8% | -49.5% | -41.9% |
| 3M | -57.7% | +3.9% | -61.6% | -57.3% |
| 6M | -58.0% | -2.0% | -56.0% | -58.0% |
| YTD | -65.4% | +5.3% | -70.7% | -65.0% |
| 1Y | -70.8% | +2.2% | -73.0% | -70.6% |
| 3Y | +930.8% | +56.7% | +874.0% | +1,022.1% |
| 5Y | -7.8% | +49.1% | -56.9% | +0.8% |
| All | -10.8% | +59.7% | -70.5% | -2.6% |
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 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