-79.7%
LYFT vs PFGC
+134.1%
-213.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.2% |
| 7D | -4.9% | -5.5% | +0.6% | -1.8% |
| 30D | -9.0% | -13.1% | +4.1% | -1.6% |
| 3M | +17.4% | -10.5% | +27.9% | +24.7% |
| 6M | +21.7% | +5.6% | +16.0% | +16.6% |
| YTD | -17.9% | +3.6% | -21.5% | -21.5% |
| 1Y | -14.6% | -12.0% | -2.6% | -10.8% |
| 3Y | +40.2% | +55.6% | -15.4% | +4.1% |
| 5Y | -68.5% | +110.9% | -179.4% | -80.7% |
| All | -79.7% | +134.1% | -213.8% | -89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling