+8.5%
QBTS vs PWR
+348.8%
-340.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +6.3% | +11.8% | +14.1% |
| 7D | +0.3% | -12.9% | +13.1% | +8.9% |
| 30D | -29.8% | -22.8% | -7.0% | -18.0% |
| 3M | -45.0% | -19.0% | -26.0% | -38.1% |
| 6M | -55.2% | -31.1% | -24.1% | -44.2% |
| YTD | -59.2% | +28.3% | -87.4% | -65.1% |
| 1Y | -62.4% | +22.2% | -84.6% | -66.5% |
| 3Y | +1,264.0% | +222.2% | +1,041.8% | +789.5% |
| All | +8.5% | +348.8% | -340.3% | -25.6% |
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 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