+2.9%
PEP vs LYFT
-69.9%
+72.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -1.0% | -8.4% | +7.4% | -1.0% |
| 30D | -0.7% | -7.6% | +6.9% | -0.7% |
| 3M | -4.1% | +11.7% | -15.9% | -4.0% |
| 6M | -13.1% | +15.1% | -28.2% | -12.9% |
| YTD | -2.1% | -20.9% | +18.8% | -2.2% |
| 1Y | -1.7% | -16.4% | +14.7% | -1.7% |
| 3Y | -15.1% | +35.2% | -50.3% | -15.3% |
| All | +2.9% | -69.9% | +72.9% | +2.4% |
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