+35.2%
LYFT vs PFGC
+58.8%
-23.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -8.4% | -4.8% | -3.6% | -6.4% |
| 30D | -7.6% | -12.5% | +4.9% | -2.3% |
| 3M | +11.7% | -9.7% | +21.5% | +16.7% |
| 6M | +15.1% | +7.0% | +8.1% | +11.2% |
| YTD | -20.9% | +4.5% | -25.4% | -23.6% |
| 1Y | -16.4% | -11.6% | -4.8% | -11.4% |
| 3Y | +35.2% | +58.5% | -23.3% | -5.0% |
| All | +35.2% | +58.8% | -23.6% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling