-80.4%
LYFT vs PENG
+434.3%
-514.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +0.4% |
| 7D | -8.4% | -1.2% | -7.2% | -8.1% |
| 30D | -7.6% | -12.9% | +5.3% | -4.4% |
| 3M | +11.7% | -20.5% | +32.2% | +12.6% |
| 6M | +15.1% | +176.8% | -161.7% | -28.7% |
| YTD | -20.9% | +161.6% | -182.5% | -50.6% |
| 1Y | -16.4% | +95.6% | -112.0% | -42.8% |
| 3Y | +35.2% | +111.9% | -76.7% | -23.9% |
| 5Y | -69.4% | +111.4% | -180.8% | -83.7% |
| All | -80.4% | +434.3% | -514.7% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling