+147.2%
PCAR vs LUNR
+51.5%
+95.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | -1.6% | -0.5% | -1.0% | -1.6% |
| 30D | -7.3% | -11.3% | +4.0% | -7.2% |
| 3M | +7.8% | -44.9% | +52.7% | +8.2% |
| 6M | +3.6% | -17.3% | +20.9% | +3.6% |
| YTD | +12.9% | -9.9% | +22.8% | +12.7% |
| 1Y | +27.3% | +76.1% | -48.8% | +26.6% |
| 3Y | +61.9% | +240.0% | -178.1% | +61.4% |
| All | +147.2% | +51.5% | +95.7% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling