-80.4%
LYFT vs PFG
+206.0%
-286.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | -8.4% | -0.4% | -7.9% | -8.0% |
| 30D | -7.6% | +2.9% | -10.5% | -9.7% |
| 3M | +11.7% | +6.7% | +5.0% | +5.8% |
| 6M | +15.1% | +33.8% | -18.7% | -8.5% |
| YTD | -20.9% | +35.0% | -55.9% | -37.6% |
| 1Y | -16.4% | +46.4% | -62.8% | -38.2% |
| 3Y | +35.2% | +71.7% | -36.4% | -11.3% |
| 5Y | -69.4% | +113.7% | -183.1% | -83.5% |
| All | -80.4% | +206.0% | -286.5% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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