-2.9%
QBTS vs PWR
+411.6%
-414.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.4% |
| 7D | -10.5% | +11.3% | -21.8% | -16.3% |
| 30D | -20.5% | -8.9% | -11.7% | -16.6% |
| 3M | -54.3% | -10.5% | -43.8% | -51.7% |
| 6M | -55.4% | -22.2% | -33.2% | -48.6% |
| YTD | -63.4% | +42.7% | -106.2% | -70.8% |
| 1Y | -59.1% | +41.1% | -100.2% | -66.7% |
| 3Y | +1,216.8% | +242.7% | +974.1% | +707.1% |
| All | -2.9% | +411.6% | -414.5% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling