+22.4%
LUNR vs PRU
+41.7%
-19.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.4% |
| 7D | +12.7% | +3.8% | +8.9% | +10.4% |
| 30D | -10.5% | +9.0% | -19.5% | -14.7% |
| 3M | -25.2% | +2.1% | -27.3% | -26.3% |
| 6M | -59.2% | +25.4% | -84.6% | -64.3% |
| YTD | -27.2% | +13.5% | -40.8% | -33.1% |
| 1Y | +19.7% | +21.3% | -1.7% | +6.3% |
| 3Y | +314.4% | +55.1% | +259.3% | +277.9% |
| All | +22.4% | +41.7% | -19.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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