-19.6%
LYFT vs PPG
+30.5%
-50.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | +5.8% | +2.4% | +3.4% | +5.3% |
| 30D | +9.6% | +16.5% | -6.9% | +5.4% |
| 3M | +4.8% | +5.1% | -0.3% | +3.5% |
| 6M | +20.1% | +11.1% | +9.0% | +17.3% |
| YTD | -11.8% | +21.7% | -33.4% | -18.9% |
| 1Y | -19.6% | +32.0% | -51.5% | -28.6% |
| All | -19.6% | +30.5% | -50.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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