-5.8%
QBTS vs PSA
+97.9%
-103.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -10.5% | -1.4% | -9.0% | -10.1% |
| 30D | -20.5% | +15.2% | -35.7% | -23.8% |
| 3M | -54.3% | +2.2% | -56.5% | -54.6% |
| 6M | -55.4% | +11.7% | -67.1% | -57.2% |
| YTD | -63.4% | +32.0% | -95.5% | -66.4% |
| 1Y | -59.1% | +26.3% | -85.4% | -62.0% |
| 3Y | +1,216.8% | +52.4% | +1,164.4% | +1,066.1% |
| 5Y | -2.6% | +26.3% | -28.9% | -11.3% |
| All | -5.8% | +97.9% | -103.7% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling