+32.6%
LYFT vs PENG
+97.1%
-64.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.6% |
| 7D | -13.1% | 0.0% | -13.1% | -13.2% |
| 30D | -14.4% | -15.2% | +0.8% | -12.4% |
| 3M | +12.2% | -16.9% | +29.1% | +11.6% |
| 6M | +13.4% | +161.5% | -148.2% | -15.5% |
| YTD | -22.5% | +148.6% | -171.0% | -41.9% |
| 1Y | -20.8% | +89.6% | -110.4% | -37.3% |
| All | +32.6% | +97.1% | -64.5% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling