-4.5%
LUNR vs PENG
+120.5%
-125.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.1% | +3.9% | -1.2% |
| 7D | -14.3% | -20.5% | +6.2% | -5.4% |
| 30D | -30.5% | -20.4% | -10.2% | -24.6% |
| 3M | -28.9% | -16.4% | -12.5% | -24.8% |
| 6M | -60.8% | +49.2% | -110.1% | -72.4% |
| YTD | -38.8% | +147.2% | -186.0% | -72.9% |
| 1Y | -4.5% | +124.7% | -129.2% | -54.6% |
| All | -4.5% | +120.5% | -125.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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