-70.4%
LYFT vs PSA
+13.7%
-84.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -8.4% | -1.8% | -6.5% | -7.6% |
| 30D | -7.6% | -8.4% | +0.8% | -3.9% |
| 3M | +11.7% | -7.8% | +19.6% | +15.8% |
| 6M | +15.1% | +0.8% | +14.3% | +13.9% |
| YTD | -20.9% | +16.5% | -37.4% | -27.1% |
| 1Y | -16.4% | +4.7% | -21.1% | -19.2% |
| 3Y | +35.2% | +21.1% | +14.2% | +19.6% |
| All | -70.4% | +13.7% | -84.2% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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