+35.2%
LYFT vs PPG
-17.4%
+52.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -8.4% | -6.2% | -2.1% | -4.5% |
| 30D | -7.6% | -7.9% | +0.3% | -2.6% |
| 3M | +11.7% | -10.2% | +22.0% | +19.2% |
| 6M | +15.1% | +2.7% | +12.4% | +10.5% |
| YTD | -20.9% | +4.9% | -25.8% | -27.3% |
| 1Y | -16.4% | -3.2% | -13.2% | -17.9% |
| 3Y | +35.2% | -17.0% | +52.2% | +51.9% |
| All | +35.2% | -17.4% | +52.6% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling