-15.3%
PCG vs LYFT
-81.4%
+66.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.1% |
| 7D | +5.4% | -3.2% | +8.6% | +5.8% |
| 30D | -15.1% | -7.0% | -8.1% | -14.2% |
| 3M | -9.8% | +15.8% | -25.6% | -11.9% |
| 6M | -18.0% | +22.6% | -40.6% | -20.9% |
| YTD | -7.2% | -16.2% | +8.9% | -5.9% |
| 1Y | +2.9% | -8.3% | +11.2% | +2.1% |
| 3Y | -11.1% | +50.1% | -61.2% | -24.7% |
| 5Y | +61.8% | -67.4% | +129.2% | +75.2% |
| All | -15.3% | -81.4% | +66.1% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling