+374.5%
LUNR vs PENG
+209.7%
+164.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | +2.2% |
| 7D | +24.2% | +13.2% | +10.9% | +17.5% |
| 30D | +18.0% | -29.9% | +47.9% | +35.8% |
| 3M | -26.0% | -22.2% | -3.7% | -19.6% |
| 6M | -63.6% | -1.9% | -61.7% | -66.6% |
| YTD | -19.9% | +142.1% | -162.0% | -52.5% |
| 1Y | +50.1% | +151.5% | -101.4% | -12.2% |
| 3Y | +374.5% | +206.9% | +167.5% | +66.8% |
| All | +374.5% | +209.7% | +164.7% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling