+26.2%
LUNR vs PRU
+41.4%
-15.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +22.7% | -2.8% | +25.5% | +24.5% |
| 30D | -5.3% | +8.5% | -13.8% | -9.6% |
| 3M | -26.1% | +1.7% | -27.8% | -27.1% |
| 6M | -62.4% | +24.8% | -87.2% | -67.0% |
| YTD | -25.0% | +13.3% | -38.2% | -31.0% |
| 1Y | +29.0% | +21.4% | +7.6% | +14.6% |
| 3Y | +327.4% | +54.8% | +272.6% | +290.2% |
| All | +26.2% | +41.4% | -15.2% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling