-68.7%
LYFT vs PCOR
-33.1%
-35.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -1.1% |
| 7D | -3.2% | -6.9% | +3.8% | +0.7% |
| 30D | -7.0% | -1.5% | -5.4% | -6.7% |
| 3M | +15.8% | +18.5% | -2.7% | +4.0% |
| 6M | +22.6% | -4.7% | +27.2% | +21.2% |
| YTD | -16.2% | -22.8% | +6.6% | -7.6% |
| 1Y | -8.3% | -20.7% | +12.4% | -0.8% |
| 3Y | +50.1% | -14.6% | +64.6% | +45.6% |
| 5Y | -67.4% | -40.7% | -26.7% | -68.6% |
| All | -68.7% | -33.1% | -35.6% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling