+68.7%
QBTS vs PWR
+761.7%
-693.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.1% |
| 7D | +3.8% | +2.7% | +1.2% | +2.4% |
| 30D | -15.2% | -5.1% | -10.1% | -12.9% |
| 3M | -27.2% | -9.4% | -17.8% | -23.5% |
| 6M | -10.1% | +10.4% | -20.5% | -14.1% |
| YTD | -34.5% | +48.6% | -83.2% | -46.2% |
| 1Y | +6.0% | +68.0% | -62.0% | -15.6% |
| 3Y | +1,779.3% | +204.7% | +1,574.5% | +1,151.4% |
| 5Y | +75.4% | +451.9% | -376.5% | +21.7% |
| All | +68.7% | +761.7% | -693.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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