+72.0%
QBTS vs PSLV
+154.2%
-82.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | +1.3% | -3.5% | +4.8% | +2.7% |
| 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% | -1.0% |
| YTD | -35.8% | -11.4% | -24.3% | -33.9% |
| 1Y | +1.7% | +48.6% | -46.9% | -14.0% |
| 3Y | +1,470.1% | +166.9% | +1,303.2% | +1,103.0% |
| All | +72.0% | +154.2% | -82.3% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling