-80.4%
LYFT vs PNR
+42.4%
-122.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -8.4% | -6.0% | -2.3% | -4.3% |
| 30D | -7.6% | -14.0% | +6.4% | +2.5% |
| 3M | +11.7% | -21.7% | +33.4% | +29.3% |
| 6M | +15.1% | -37.3% | +52.4% | +54.5% |
| YTD | -20.9% | -45.1% | +24.2% | +16.0% |
| 1Y | -16.4% | -49.1% | +32.8% | +29.4% |
| 3Y | +35.2% | -14.8% | +50.1% | +39.9% |
| 5Y | -69.4% | -21.0% | -48.4% | -67.8% |
| All | -80.4% | +42.4% | -122.9% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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