+35.2%
LYFT vs PBR
+99.7%
-64.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -8.4% | +5.4% | -13.7% | -9.4% |
| 30D | -7.6% | +22.9% | -30.5% | -11.8% |
| 3M | +11.7% | +19.6% | -7.9% | +6.7% |
| 6M | +15.1% | +16.5% | -1.4% | +9.5% |
| YTD | -20.9% | +86.7% | -107.6% | -36.9% |
| 1Y | -16.4% | +74.7% | -91.1% | -31.8% |
| 3Y | +35.2% | +102.6% | -67.4% | +2.5% |
| All | +35.2% | +99.7% | -64.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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