-80.8%
LYFT vs PEGA
+12.2%
-93.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.2% |
| 7D | -13.1% | -5.3% | -7.8% | -10.6% |
| 30D | -14.4% | +8.3% | -22.7% | -17.8% |
| 3M | +12.2% | +8.9% | +3.2% | +5.9% |
| 6M | +13.4% | -19.7% | +33.1% | +23.1% |
| YTD | -22.5% | -39.9% | +17.4% | -3.9% |
| 1Y | -20.8% | -36.4% | +15.6% | -5.8% |
| 3Y | +38.8% | +52.8% | -14.0% | -8.5% |
| 5Y | -70.0% | -45.7% | -24.3% | -66.2% |
| All | -80.8% | +12.2% | -93.0% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling