+68.4%
LUNR vs PPG
-0.8%
+69.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.2% |
| 7D | -3.1% | -6.2% | +3.1% | +1.3% |
| 30D | -15.3% | -7.9% | -7.4% | -10.3% |
| 3M | -53.2% | -10.2% | -42.9% | -49.8% |
| 6M | -22.2% | +2.7% | -24.9% | -23.9% |
| YTD | -11.6% | +4.9% | -16.5% | -20.3% |
| 1Y | +68.4% | -3.2% | +71.6% | +58.7% |
| All | +68.4% | -0.8% | +69.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling