+218.5%
PWR vs LYFT
+39.4%
+179.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.2% | +4.9% |
| 7D | +4.2% | -8.4% | +12.6% | +5.5% |
| 30D | -4.0% | -7.6% | +3.6% | -3.1% |
| 3M | -4.8% | +11.7% | -16.5% | -6.8% |
| 6M | +14.6% | +15.1% | -0.5% | +11.1% |
| YTD | +54.2% | -20.9% | +75.1% | +58.0% |
| 1Y | +67.1% | -16.4% | +83.5% | +68.3% |
| 3Y | +218.5% | +35.2% | +183.2% | +170.4% |
| All | +218.5% | +39.4% | +179.1% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling