-4.5%
LUNR vs PFG
+46.8%
-51.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.4% | -6.9% |
| 7D | -14.3% | +4.9% | -19.2% | -16.0% |
| 30D | -30.5% | +5.7% | -36.2% | -32.1% |
| 3M | -28.9% | +2.6% | -31.4% | -30.1% |
| 6M | -60.8% | +19.8% | -80.6% | -66.5% |
| YTD | -38.8% | +36.3% | -75.1% | -54.4% |
| 1Y | -4.5% | +47.9% | -52.4% | -38.2% |
| All | -4.5% | +46.8% | -51.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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