-19.0%
PFE vs LYFT
-69.9%
+50.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.2% |
| 7D | -2.6% | -8.4% | +5.8% | -2.4% |
| 30D | +5.4% | -7.6% | +13.0% | +5.6% |
| 3M | +7.8% | +11.7% | -4.0% | +7.5% |
| 6M | +5.0% | +15.1% | -10.1% | +4.6% |
| YTD | +17.1% | -20.9% | +38.0% | +17.5% |
| 1Y | +19.3% | -16.4% | +35.7% | +19.5% |
| 3Y | -0.9% | +35.2% | -36.2% | -2.4% |
| All | -19.0% | -69.9% | +50.9% | -23.7% |
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