+213.7%
PDD vs LYFT
-82.5%
+296.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.5% |
| 7D | -5.4% | -8.4% | +3.0% | -3.6% |
| 30D | -12.6% | -7.6% | -5.0% | -11.2% |
| 3M | -4.3% | +11.7% | -16.0% | -7.0% |
| 6M | -24.4% | +15.1% | -39.5% | -27.4% |
| YTD | -31.4% | -20.9% | -10.5% | -28.8% |
| 1Y | -38.1% | -16.4% | -21.7% | -37.1% |
| 3Y | -20.1% | +35.2% | -55.3% | -32.9% |
| 5Y | -25.0% | -69.4% | +44.4% | -19.4% |
| All | +213.7% | -82.5% | +296.2% | +205.0% |
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