+62.5%
LUNR vs PFG
+90.9%
-28.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.6% |
| 7D | +6.5% | +6.0% | +0.5% | +3.0% |
| 30D | -4.4% | +2.2% | -6.6% | -5.8% |
| 3M | -47.3% | +10.4% | -57.6% | -50.5% |
| 6M | -11.1% | +27.8% | -38.8% | -23.2% |
| YTD | -3.4% | +33.6% | -37.0% | -18.5% |
| 1Y | +85.8% | +49.3% | +36.5% | +48.4% |
| 3Y | +264.7% | +69.7% | +194.9% | +192.4% |
| All | +62.5% | +90.9% | -28.4% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling