+48.7%
LUNR vs PFG
+92.7%
-44.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.4% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | -15.3% | +2.9% | -18.2% | -16.9% |
| 3M | -53.2% | +6.7% | -59.9% | -55.1% |
| 6M | -22.2% | +33.8% | -56.0% | -34.4% |
| YTD | -11.6% | +35.0% | -46.5% | -25.8% |
| 1Y | +68.4% | +46.4% | +22.0% | +35.8% |
| 3Y | +216.8% | +71.7% | +145.1% | +152.7% |
| All | +48.7% | +92.7% | -44.0% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling