+35.2%
LYFT vs PBF
+59.1%
-23.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | -8.4% | +5.3% | -13.7% | -9.0% |
| 30D | -7.6% | +11.7% | -19.3% | -9.2% |
| 3M | +11.7% | +91.1% | -79.3% | +0.6% |
| 6M | +15.1% | +88.4% | -73.3% | +2.6% |
| YTD | -20.9% | +194.1% | -215.0% | -36.7% |
| 1Y | -16.4% | +180.4% | -196.8% | -32.9% |
| 3Y | +35.2% | +59.3% | -24.1% | +1.3% |
| All | +35.2% | +59.1% | -23.9% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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