+35.2%
LYFT vs PCOR
-19.5%
+54.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -8.4% | -8.2% | -0.2% | -4.5% |
| 30D | -7.6% | -8.1% | +0.5% | -4.2% |
| 3M | +11.7% | +26.2% | -14.5% | -1.0% |
| 6M | +15.1% | -5.0% | +20.1% | +14.5% |
| YTD | -20.9% | -26.8% | +5.9% | -10.8% |
| 1Y | -16.4% | -24.6% | +8.2% | -7.2% |
| 3Y | +35.2% | -19.6% | +54.9% | +39.0% |
| All | +35.2% | -19.5% | +54.7% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling