+5.2%
QBTS vs PWR
+643.4%
-638.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +6.3% | +11.8% | +14.5% |
| 7D | +0.3% | -12.9% | +13.1% | +7.9% |
| 30D | -29.8% | -22.8% | -7.0% | -19.5% |
| 3M | -45.0% | -19.0% | -26.0% | -38.9% |
| 6M | -55.2% | -31.1% | -24.1% | -45.6% |
| YTD | -59.2% | +28.2% | -87.4% | -63.9% |
| 1Y | -62.4% | +22.2% | -84.6% | -65.6% |
| 3Y | +1,264.0% | +222.1% | +1,041.9% | +879.2% |
| 5Y | +8.8% | +364.1% | -355.3% | -18.9% |
| All | +5.2% | +643.4% | -638.2% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling