+68.7%
QBTS vs PSLV
+163.9%
-95.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -4.0% |
| 7D | +3.8% | +3.3% | +0.5% | +2.4% |
| 30D | -15.2% | +2.1% | -17.3% | -15.9% |
| 3M | -27.2% | +7.1% | -34.4% | -29.0% |
| 6M | -10.1% | -21.6% | +11.5% | -2.6% |
| YTD | -34.5% | -6.7% | -27.8% | -33.8% |
| 1Y | +6.0% | +59.3% | -53.3% | -9.9% |
| 3Y | +1,779.3% | +182.1% | +1,597.2% | +1,371.5% |
| 5Y | +75.4% | +162.6% | -87.2% | +41.3% |
| All | +68.7% | +163.9% | -95.2% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling