+53.5%
LUNR vs PEGA
-37.1%
+90.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.4% |
| 7D | -3.6% | +3.3% | -6.9% | -5.6% |
| 30D | +5.9% | +17.7% | -11.9% | -5.7% |
| 3M | -56.0% | +5.8% | -61.8% | -59.1% |
| 6M | -20.5% | -20.3% | -0.2% | -13.2% |
| YTD | -8.7% | -37.1% | +28.4% | +15.4% |
| 1Y | +75.9% | -30.2% | +106.1% | +103.0% |
| 3Y | +202.9% | +48.1% | +154.8% | +78.2% |
| All | +53.5% | -37.1% | +90.6% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling