+65.5%
QBTS vs PSLV
+150.6%
-85.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.3% | -3.5% | +4.8% | +2.6% |
| 30D | -19.0% | -2.1% | -16.8% | -18.3% |
| 3M | -29.5% | -1.6% | -27.8% | -29.0% |
| 6M | -11.2% | -25.5% | +14.3% | -1.8% |
| YTD | -35.8% | -11.4% | -24.3% | -33.7% |
| 1Y | +1.7% | +48.6% | -46.9% | -11.4% |
| 3Y | +1,470.1% | +166.9% | +1,303.2% | +1,154.3% |
| 5Y | +72.3% | +152.4% | -80.1% | +41.5% |
| All | +65.5% | +150.6% | -85.1% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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