+216.8%
LUNR vs PFGC
+58.8%
+157.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -3.1% | -4.8% | +1.6% | +0.5% |
| 30D | -15.3% | -12.5% | -2.8% | -6.4% |
| 3M | -53.2% | -9.7% | -43.4% | -50.4% |
| 6M | -22.2% | +7.0% | -29.2% | -28.9% |
| YTD | -11.6% | +4.5% | -16.1% | -17.1% |
| 1Y | +68.4% | -11.6% | +80.0% | +80.9% |
| 3Y | +216.8% | +58.5% | +158.3% | +110.3% |
| All | +216.8% | +58.8% | +157.9% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling