-2.9%
QBTS vs PSX
+306.7%
-309.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -10.5% | +7.8% | -18.3% | -11.1% |
| 30D | -20.5% | -10.9% | -9.6% | -19.9% |
| 3M | -54.3% | +14.5% | -68.7% | -55.1% |
| 6M | -55.4% | +56.1% | -111.5% | -57.9% |
| YTD | -63.4% | +109.6% | -173.0% | -67.1% |
| 1Y | -59.1% | +95.5% | -154.6% | -62.9% |
| 3Y | +1,216.8% | +156.2% | +1,060.6% | +1,024.9% |
| All | -2.9% | +306.7% | -309.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling