-80.8%
LYFT vs PTC
+41.0%
-121.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -13.1% | -14.2% | +1.2% | -4.8% |
| 30D | -14.4% | -14.4% | +0.1% | -6.4% |
| 3M | +12.2% | -4.7% | +16.9% | +13.3% |
| 6M | +13.4% | -19.3% | +32.7% | +26.2% |
| YTD | -22.5% | -26.1% | +3.7% | -9.0% |
| 1Y | -20.8% | -37.1% | +16.3% | +2.0% |
| 3Y | +38.8% | -10.4% | +49.2% | +36.8% |
| 5Y | -70.0% | +2.5% | -72.4% | -73.0% |
| All | -80.8% | +41.0% | -121.8% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling