+50.1%
LUNR vs PEGA
-44.6%
+94.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +24.2% | +0.1% | +24.1% | +24.0% |
| 30D | +18.0% | -4.1% | +22.1% | +18.3% |
| 3M | -26.0% | -2.8% | -23.1% | -26.7% |
| 6M | -63.6% | -0.4% | -63.1% | -64.6% |
| YTD | -19.9% | -45.4% | +25.5% | +23.4% |
| 1Y | +50.1% | -42.6% | +92.7% | +119.1% |
| All | +50.1% | -44.6% | +94.7% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling