-0.4%
LYFT vs PFGC
-5.1%
+4.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | -5.5% | -2.2% | -3.3% | -5.2% |
| 30D | +1.5% | -11.9% | +13.4% | +3.2% |
| 3M | +18.4% | +5.0% | +13.4% | +19.4% |
| 6M | +20.8% | +8.6% | +12.2% | +21.4% |
| YTD | -13.7% | +9.7% | -23.4% | -11.8% |
| 1Y | -0.4% | -6.3% | +5.9% | +8.6% |
| All | -0.4% | -5.1% | +4.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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