+217.0%
PDD vs LYFT
-82.9%
+299.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.8% | +0.4% |
| 7D | -4.4% | -14.1% | +9.7% | -1.2% |
| 30D | -15.5% | -13.7% | -1.8% | -12.9% |
| 3M | -4.1% | +7.4% | -11.5% | -6.0% |
| 6M | -23.4% | +8.3% | -31.7% | -25.4% |
| YTD | -30.7% | -23.1% | -7.6% | -27.6% |
| 1Y | -37.6% | -19.0% | -18.7% | -36.2% |
| 3Y | -17.5% | +37.7% | -55.3% | -31.1% |
| 5Y | -24.6% | -70.5% | +45.9% | -18.4% |
| All | +217.0% | -82.9% | +299.9% | +210.1% |
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