-80.4%
LYFT vs PPL
+47.1%
-127.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -8.4% | -2.1% | -6.2% | -7.2% |
| 30D | -7.6% | -3.1% | -4.5% | -5.9% |
| 3M | +11.7% | -3.1% | +14.8% | +13.5% |
| 6M | +15.1% | -8.0% | +23.1% | +19.7% |
| YTD | -20.9% | -0.3% | -20.6% | -21.7% |
| 1Y | -16.4% | -2.2% | -14.2% | -16.4% |
| 3Y | +35.2% | +50.4% | -15.2% | -1.0% |
| 5Y | -69.4% | +36.9% | -106.2% | -76.7% |
| All | -80.4% | +47.1% | -127.5% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling