+13.4%
PCAR vs LUNR
+24.0%
-10.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.3% |
| 7D | +2.2% | +22.7% | -20.5% | +1.5% |
| 30D | +0.3% | -5.3% | +5.6% | +0.5% |
| 3M | -17.9% | -26.1% | +8.2% | -17.2% |
| 6M | -3.4% | -62.4% | +59.0% | -0.4% |
| YTD | -0.1% | -25.0% | +24.9% | -1.4% |
| 1Y | +13.4% | +29.0% | -15.6% | +6.6% |
| All | +13.4% | +24.0% | -10.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling