+216.8%
LUNR vs PPG
-17.4%
+234.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.2% |
| 7D | -3.1% | -6.2% | +3.1% | +2.5% |
| 30D | -15.3% | -7.9% | -7.4% | -9.0% |
| 3M | -53.2% | -10.2% | -42.9% | -49.0% |
| 6M | -22.2% | +2.7% | -24.9% | -24.7% |
| YTD | -11.6% | +4.9% | -16.5% | -19.1% |
| 1Y | +68.4% | -3.2% | +71.6% | +66.4% |
| 3Y | +216.8% | -17.0% | +233.8% | +263.5% |
| All | +216.8% | -17.4% | +234.1% | +263.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling