-5.8%
QBTS vs PSX
+368.4%
-374.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -10.5% | +7.8% | -18.3% | -11.0% |
| 30D | -20.5% | -10.9% | -9.6% | -20.0% |
| 3M | -54.3% | +14.5% | -68.7% | -54.9% |
| 6M | -55.4% | +56.1% | -111.5% | -57.5% |
| YTD | -63.4% | +109.6% | -173.0% | -66.6% |
| 1Y | -59.1% | +95.5% | -154.6% | -62.3% |
| 3Y | +1,216.8% | +156.2% | +1,060.6% | +1,058.1% |
| 5Y | -2.6% | +310.0% | -312.6% | -14.0% |
| All | -5.8% | +368.4% | -374.2% | -15.8% |
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