+62.5%
LUNR vs PFGC
+112.6%
-50.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.7% | +6.4% |
| 7D | +6.5% | -2.4% | +9.0% | +7.3% |
| 30D | -4.4% | -15.8% | +11.4% | +0.4% |
| 3M | -47.3% | -0.6% | -46.7% | -47.6% |
| 6M | -11.1% | +10.7% | -21.7% | -14.4% |
| YTD | -3.4% | +7.6% | -11.0% | -5.8% |
| 1Y | +85.8% | -7.8% | +93.6% | +87.9% |
| 3Y | +264.7% | +63.7% | +200.9% | +248.9% |
| All | +62.5% | +112.6% | -50.1% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling