-70.4%
LYFT vs PTC
+4.1%
-74.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.0% |
| 7D | -8.4% | -7.3% | -1.1% | -4.0% |
| 30D | -7.6% | -11.6% | +4.0% | -0.7% |
| 3M | +11.7% | +10.5% | +1.3% | +3.8% |
| 6M | +15.1% | -17.8% | +32.9% | +27.6% |
| YTD | -20.9% | -24.9% | +4.0% | -7.0% |
| 1Y | -16.4% | -36.8% | +20.5% | +9.8% |
| 3Y | +35.2% | -8.7% | +43.9% | +25.0% |
| All | -70.4% | +4.1% | -74.6% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling