+229.1%
LUNR vs PENG
+108.8%
+120.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -1.5% |
| 7D | -3.6% | +4.5% | -8.2% | -5.2% |
| 30D | +5.9% | -7.1% | +13.0% | +8.8% |
| 3M | -56.0% | -27.3% | -28.7% | -52.4% |
| 6M | -20.5% | +169.6% | -190.0% | -46.0% |
| YTD | -8.7% | +164.6% | -173.4% | -38.3% |
| 1Y | +75.9% | +109.5% | -33.6% | +26.2% |
| All | +229.1% | +108.8% | +120.3% | +120.6% |
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 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