+69.1%
PG vs LYFT
-82.5%
+151.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.6% |
| 7D | -0.8% | -8.4% | +7.6% | -0.7% |
| 30D | +0.8% | -7.6% | +8.4% | +0.9% |
| 3M | -1.3% | +11.7% | -13.1% | -1.5% |
| 6M | -3.8% | +15.1% | -18.9% | -4.1% |
| YTD | +3.6% | -20.9% | +24.5% | +3.9% |
| 1Y | -5.7% | -16.4% | +10.6% | -5.7% |
| 3Y | +1.6% | +35.2% | -33.6% | -0.2% |
| 5Y | +14.6% | -69.4% | +84.0% | +15.4% |
| All | +69.1% | -82.5% | +151.5% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling