+203.5%
PM vs LYFT
-82.9%
+286.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +1.0% |
| 7D | -1.2% | -14.1% | +12.9% | -0.4% |
| 30D | -0.2% | -13.7% | +13.5% | +0.6% |
| 3M | +4.9% | +7.4% | -2.5% | +4.4% |
| 6M | +9.0% | +8.3% | +0.8% | +8.3% |
| YTD | +17.8% | -23.1% | +40.9% | +19.0% |
| 1Y | +16.8% | -19.0% | +35.8% | +17.2% |
| 3Y | +125.4% | +37.7% | +87.7% | +111.1% |
| 5Y | +128.7% | -70.5% | +199.2% | +140.1% |
| All | +203.5% | -82.9% | +286.4% | +182.7% |
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 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