+42.8%
PCG vs LYFT
-69.9%
+112.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.8% |
| 7D | -3.5% | -8.4% | +4.9% | -3.0% |
| 30D | -20.6% | -7.6% | -13.0% | -20.2% |
| 3M | -17.6% | +11.7% | -29.3% | -18.1% |
| 6M | -23.5% | +15.1% | -38.6% | -24.3% |
| YTD | -13.6% | -20.9% | +7.3% | -12.6% |
| 1Y | -11.3% | -16.4% | +5.0% | -11.0% |
| 3Y | -16.9% | +35.2% | -52.1% | -21.9% |
| All | +42.8% | -69.9% | +112.8% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling