+35.2%
LYFT vs PSLV
+165.9%
-130.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | -3.5% | -4.9% | -7.8% |
| 30D | -7.6% | -2.1% | -5.5% | -7.4% |
| 3M | +11.7% | -1.6% | +13.4% | +11.6% |
| 6M | +15.1% | -25.5% | +40.6% | +21.8% |
| YTD | -20.9% | -11.4% | -9.5% | -25.3% |
| 1Y | -16.4% | +48.6% | -65.0% | -38.7% |
| 3Y | +35.2% | +166.9% | -131.7% | -29.1% |
| All | +35.2% | +165.9% | -130.6% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling