-0.4%
LYFT vs PENG
+118.5%
-118.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.7% | -3.6% |
| 7D | -5.5% | +4.5% | -10.1% | -5.8% |
| 30D | +1.5% | -7.1% | +8.6% | +1.8% |
| 3M | +18.4% | -27.3% | +45.7% | +19.5% |
| 6M | +20.8% | +169.6% | -148.8% | -2.7% |
| YTD | -13.7% | +164.6% | -178.3% | -30.7% |
| 1Y | -0.4% | +109.5% | -109.9% | -12.2% |
| All | -0.4% | +118.5% | -118.9% | -12.2% |
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