+250.5%
PCAR vs LYFT
-82.5%
+333.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -1.6% | -8.4% | +6.8% | -0.7% |
| 30D | -6.4% | -7.6% | +1.2% | -5.7% |
| 3M | +4.7% | +11.7% | -7.1% | +3.2% |
| 6M | +4.5% | +15.1% | -10.6% | +2.5% |
| YTD | +13.0% | -20.9% | +33.9% | +14.9% |
| 1Y | +23.6% | -16.4% | +40.0% | +24.1% |
| 3Y | +60.7% | +35.2% | +25.5% | +47.3% |
| 5Y | +164.5% | -69.4% | +233.9% | +174.8% |
| All | +250.5% | -82.5% | +333.0% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 10y: compounded portfolio wealth divided by compounded LYFT 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…
10y analysis · Full analysis span regression · 6 months rolling