-70.4%
LYFT vs PFGC
+110.3%
-180.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -8.4% | -4.8% | -3.6% | -5.7% |
| 30D | -7.6% | -12.5% | +4.9% | -0.2% |
| 3M | +11.7% | -9.7% | +21.5% | +18.4% |
| 6M | +15.1% | +7.0% | +8.1% | +9.2% |
| YTD | -20.9% | +4.5% | -25.4% | -25.0% |
| 1Y | -16.4% | -11.6% | -4.8% | -12.0% |
| 3Y | +35.2% | +58.5% | -23.3% | -7.0% |
| All | -70.4% | +110.3% | -180.7% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling