-1.0%
PFE vs LYFT
-82.9%
+82.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.2% | +0.4% |
| 7D | -4.3% | -14.1% | +9.8% | -3.6% |
| 30D | +2.7% | -13.7% | +16.4% | +3.4% |
| 3M | +10.0% | +7.4% | +2.6% | +9.5% |
| 6M | +7.2% | +8.3% | -1.1% | +6.6% |
| YTD | +17.3% | -23.1% | +40.4% | +18.4% |
| 1Y | +20.3% | -19.0% | +39.3% | +20.8% |
| 3Y | -1.6% | +37.7% | -39.3% | -5.5% |
| 5Y | -21.4% | -70.5% | +49.1% | -19.8% |
| All | -1.0% | -82.9% | +82.0% | -4.0% |
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 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