-70.5%
LYFT vs PCOR
-36.6%
-33.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -8.4% | -8.2% | -0.2% | -3.9% |
| 30D | -7.6% | -8.1% | +0.5% | -3.6% |
| 3M | +11.7% | +26.2% | -14.5% | -3.0% |
| 6M | +15.1% | -5.0% | +20.1% | +14.0% |
| YTD | -20.9% | -26.8% | +5.9% | -10.1% |
| 1Y | -16.4% | -24.6% | +8.2% | -6.8% |
| 3Y | +35.2% | -19.6% | +54.9% | +35.9% |
| 5Y | -69.4% | -42.4% | -27.0% | -69.7% |
| All | -70.5% | -36.6% | -33.9% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling