+62.5%
LUNR vs PBF
+460.1%
-397.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.3% | +2.6% | +5.4% |
| 7D | +6.5% | +2.4% | +4.1% | +6.2% |
| 30D | -4.4% | +24.9% | -29.3% | -7.6% |
| 3M | -47.3% | +81.9% | -129.1% | -52.3% |
| 6M | -11.1% | +79.4% | -90.4% | -21.0% |
| YTD | -3.4% | +188.3% | -191.7% | -21.9% |
| 1Y | +85.8% | +177.3% | -91.5% | +50.8% |
| 3Y | +264.7% | +56.0% | +208.7% | +201.4% |
| All | +62.5% | +460.1% | -397.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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