+226.2%
LUNR vs PENG
+184.4%
+41.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +12.4% | +9.1% | +16.0% |
| 7D | -1.9% | -19.4% | +17.6% | +7.5% |
| 30D | -27.3% | -42.4% | +15.0% | -9.1% |
| 3M | -29.9% | -25.6% | -4.2% | -22.1% |
| 6M | -60.2% | +7.3% | -67.5% | -64.8% |
| YTD | -35.5% | +113.9% | -149.3% | -59.5% |
| 1Y | +9.5% | +93.6% | -84.0% | -28.2% |
| 3Y | +226.2% | +170.2% | +55.9% | +29.4% |
| All | +226.2% | +184.4% | +41.8% | +29.4% |
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