-3.5%
LYFT vs PENG
+120.5%
-124.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -9.1% | +21.5% | +12.5% |
| 7D | +14.7% | -20.5% | +35.2% | +15.1% |
| 30D | +19.1% | -20.4% | +39.5% | +19.2% |
| 3M | +12.0% | -16.4% | +28.4% | +11.8% |
| 6M | +33.3% | +49.2% | -15.9% | +18.0% |
| YTD | -3.3% | +147.2% | -150.4% | -23.9% |
| 1Y | -3.5% | +124.7% | -128.2% | -22.8% |
| All | -3.5% | +120.5% | -124.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling