+48.7%
LUNR vs PFGC
+106.4%
-57.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -3.1% | -4.8% | +1.6% | -1.7% |
| 30D | -15.3% | -12.5% | -2.8% | -11.9% |
| 3M | -53.2% | -9.7% | -43.4% | -52.0% |
| 6M | -22.2% | +7.0% | -29.2% | -24.4% |
| YTD | -11.6% | +4.5% | -16.1% | -13.0% |
| 1Y | +68.4% | -11.6% | +80.0% | +72.4% |
| 3Y | +216.8% | +58.5% | +158.3% | +205.8% |
| All | +48.7% | +106.4% | -57.7% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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