+268.8%
PGR vs LYFT
-82.5%
+351.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.6% |
| 7D | -0.6% | -8.4% | +7.8% | -0.5% |
| 30D | +4.9% | -7.6% | +12.5% | +5.1% |
| 3M | +7.6% | +11.7% | -4.1% | +7.4% |
| 6M | +8.3% | +15.1% | -6.8% | +8.0% |
| YTD | +1.7% | -20.9% | +22.6% | +2.0% |
| 1Y | -6.8% | -16.4% | +9.5% | -6.8% |
| 3Y | +73.4% | +35.2% | +38.2% | +70.0% |
| 5Y | +161.2% | -69.4% | +230.6% | +167.5% |
| All | +268.8% | -82.5% | +351.2% | +269.4% |
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 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