+51.5%
LUNR vs PFGC
+107.3%
-55.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -0.5% | -4.8% | +4.3% | +0.9% |
| 30D | -11.3% | -17.2% | +5.9% | -6.3% |
| 3M | -44.9% | -6.3% | -38.6% | -44.1% |
| 6M | -17.3% | +8.8% | -26.1% | -20.0% |
| YTD | -9.9% | +4.9% | -14.8% | -11.5% |
| 1Y | +76.1% | -9.5% | +85.6% | +79.3% |
| 3Y | +240.0% | +59.6% | +180.4% | +227.8% |
| All | +51.5% | +107.3% | -55.8% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling