+64.1%
QBTS vs PSX
+357.1%
-292.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -17.6% | +15.8% | -33.5% | -18.7% |
| 3M | -28.3% | +43.0% | -71.4% | -30.8% |
| 6M | -11.2% | +61.1% | -72.3% | -15.8% |
| YTD | -36.3% | +104.5% | -140.8% | -41.4% |
| 1Y | +3.9% | +102.5% | -98.7% | -4.6% |
| 3Y | +1,728.8% | +133.5% | +1,595.3% | +1,519.4% |
| 5Y | +70.9% | +367.0% | -296.1% | +51.5% |
| All | +64.1% | +357.1% | -292.9% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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