+229.8%
LUNR vs PEGA
+49.1%
+180.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.6% | -3.6% |
| 7D | +0.5% | -6.1% | +6.7% | +3.6% |
| 30D | -5.3% | +6.4% | -11.7% | -9.3% |
| 3M | -45.6% | +2.9% | -48.5% | -48.1% |
| 6M | -17.4% | -23.8% | +6.5% | -7.8% |
| YTD | -7.9% | -41.1% | +33.1% | +17.9% |
| 1Y | +77.6% | -38.2% | +115.9% | +119.2% |
| All | +229.8% | +49.1% | +180.7% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling