-70.4%
LYFT vs PEGA
-45.0%
-25.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.4% |
| 7D | -8.4% | -3.0% | -5.4% | -7.1% |
| 30D | -7.6% | +15.9% | -23.5% | -13.6% |
| 3M | +11.7% | +10.8% | +0.9% | +5.5% |
| 6M | +15.1% | -16.5% | +31.6% | +22.0% |
| YTD | -20.9% | -39.0% | +18.1% | -4.7% |
| 1Y | -16.4% | -37.3% | +20.9% | -1.4% |
| 3Y | +35.2% | +59.2% | -24.0% | -8.0% |
| All | -70.4% | -45.0% | -25.5% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling