-80.4%
LYFT vs PEGA
+13.8%
-94.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.3% |
| 7D | -8.4% | -3.0% | -5.4% | -6.9% |
| 30D | -7.6% | +15.9% | -23.5% | -14.3% |
| 3M | +11.7% | +10.8% | +0.9% | +4.6% |
| 6M | +15.1% | -16.5% | +31.6% | +22.6% |
| YTD | -20.9% | -39.0% | +18.1% | -2.7% |
| 1Y | -16.4% | -37.3% | +20.9% | +0.3% |
| 3Y | +35.2% | +59.2% | -24.0% | -12.7% |
| 5Y | -69.4% | -44.9% | -24.5% | -65.7% |
| All | -80.4% | +13.8% | -94.2% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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