+35.2%
LYFT vs PTC
-9.2%
+44.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.3% |
| 7D | -8.4% | -7.3% | -1.1% | -5.1% |
| 30D | -7.6% | -11.6% | +4.0% | -2.5% |
| 3M | +11.7% | +10.5% | +1.3% | +6.0% |
| 6M | +15.1% | -17.8% | +32.9% | +24.9% |
| YTD | -20.9% | -24.9% | +4.0% | -10.3% |
| 1Y | -16.4% | -36.8% | +20.5% | +3.2% |
| 3Y | +35.2% | -8.7% | +43.9% | +0.9% |
| All | +35.2% | -9.2% | +44.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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