+35.2%
LYFT vs PEG
+31.8%
+3.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -0.9% | -7.5% | -8.2% |
| 30D | -7.6% | -3.7% | -3.9% | -6.9% |
| 3M | +11.7% | -7.3% | +19.0% | +13.2% |
| 6M | +15.1% | -10.5% | +25.6% | +17.4% |
| YTD | -20.9% | -7.5% | -13.4% | -20.4% |
| 1Y | -16.4% | -8.7% | -7.6% | -15.6% |
| 3Y | +35.2% | +31.4% | +3.9% | +10.0% |
| All | +35.2% | +31.8% | +3.4% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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