-17.3%
LUNR vs PPG
-2.4%
-15.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -0.3% |
| 7D | -0.5% | -5.1% | +4.6% | +4.2% |
| 30D | -11.3% | -9.6% | -1.7% | -3.0% |
| 3M | -44.9% | -6.4% | -38.5% | -42.7% |
| 6M | -17.3% | +0.5% | -17.8% | -19.2% |
| All | -17.3% | -2.4% | -15.0% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling