+41.0%
PEP vs LYFT
-82.9%
+123.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -1.0% |
| 7D | -1.7% | -14.1% | +12.4% | -1.3% |
| 30D | +0.3% | -13.7% | +14.0% | +0.7% |
| 3M | -3.2% | +7.4% | -10.7% | -3.5% |
| 6M | -13.6% | +8.3% | -21.9% | -13.9% |
| YTD | -1.9% | -23.1% | +21.2% | -1.3% |
| 1Y | -0.6% | -19.0% | +18.4% | -0.5% |
| 3Y | -13.6% | +37.7% | -51.3% | -16.7% |
| 5Y | +3.2% | -70.5% | +73.7% | +6.9% |
| All | +41.0% | -82.9% | +123.9% | +37.6% |
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