+1,216.8%
QBTS vs PWR
+247.1%
+969.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.3% |
| 7D | -10.5% | +11.3% | -21.8% | -18.4% |
| 30D | -20.5% | -8.9% | -11.7% | -15.4% |
| 3M | -54.3% | -10.5% | -43.8% | -51.0% |
| 6M | -55.4% | -22.2% | -33.2% | -45.9% |
| YTD | -63.4% | +42.7% | -106.2% | -75.4% |
| 1Y | -59.1% | +41.1% | -100.2% | -71.8% |
| 3Y | +1,216.8% | +242.7% | +974.1% | +295.6% |
| All | +1,216.8% | +247.1% | +969.7% | +295.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling