+5.2%
QBTS vs PPL
+58.8%
-53.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.6% | +18.6% | +17.9% |
| 7D | +0.3% | +0.4% | -0.1% | +0.4% |
| 30D | -29.8% | +5.4% | -35.3% | -29.0% |
| 3M | -45.0% | +4.3% | -49.2% | -44.4% |
| 6M | -55.2% | -1.3% | -53.8% | -55.2% |
| YTD | -59.2% | +4.7% | -63.8% | -58.7% |
| 1Y | -62.4% | +1.3% | -63.6% | -62.1% |
| 3Y | +1,264.0% | +57.2% | +1,206.8% | +1,387.4% |
| 5Y | +8.8% | +48.2% | -39.5% | +18.8% |
| All | +5.2% | +58.8% | -53.6% | +14.8% |
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