-70.0%
LYFT vs PCOR
-43.4%
-26.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.8% |
| 7D | -13.1% | -12.2% | -0.9% | -6.3% |
| 30D | -14.4% | -9.4% | -5.0% | -9.8% |
| 3M | +12.2% | +22.2% | -10.0% | -1.5% |
| 6M | +13.4% | -7.3% | +20.7% | +13.8% |
| YTD | -22.5% | -26.8% | +4.4% | -11.4% |
| 1Y | -20.8% | -22.2% | +1.4% | -13.1% |
| 3Y | +38.8% | -19.1% | +57.9% | +37.9% |
| 5Y | -70.0% | -42.4% | -27.5% | -70.0% |
| All | -70.0% | -43.4% | -26.6% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling