-19.6%
LYFT vs PSLV
+5.4%
-25.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | +5.8% | +5.1% | +0.6% | +5.2% |
| 30D | +9.6% | -13.3% | +22.9% | +11.1% |
| 3M | +4.8% | -16.5% | +21.4% | +6.4% |
| 6M | +20.1% | -32.8% | +52.9% | +25.0% |
| YTD | -11.8% | -28.8% | +17.0% | -14.2% |
| 1Y | -19.6% | +5.8% | -25.4% | -44.2% |
| All | -19.6% | +5.4% | -25.0% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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