+8.5%
LUNR vs PENG
+40.4%
-31.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +12.4% | +9.1% | +18.3% |
| 7D | -1.9% | -19.4% | +17.6% | +3.5% |
| 30D | -27.3% | -42.4% | +15.0% | -17.5% |
| 3M | -29.9% | -25.6% | -4.2% | -25.1% |
| 6M | -60.2% | +7.3% | -67.5% | -60.9% |
| YTD | -35.5% | +113.9% | -149.3% | -44.2% |
| 1Y | +9.5% | +93.6% | -84.0% | -4.0% |
| 3Y | +226.2% | +170.2% | +55.9% | +195.2% |
| All | +8.5% | +40.4% | -31.9% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling