+64.1%
QBTS vs PSA
+73.5%
-9.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -3.6% | +2.7% | +0.1% |
| 30D | -17.6% | -9.4% | -8.3% | -15.3% |
| 3M | -28.3% | -8.2% | -20.2% | -26.9% |
| 6M | -11.2% | -1.8% | -9.4% | -11.4% |
| YTD | -36.3% | +15.7% | -52.0% | -39.2% |
| 1Y | +3.9% | +6.3% | -2.4% | +0.9% |
| 3Y | +1,728.8% | +21.6% | +1,707.2% | +1,590.4% |
| 5Y | +70.9% | +13.5% | +57.4% | +62.1% |
| All | +64.1% | +73.5% | -9.4% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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