+151.5%
PCAR vs LUNR
+53.5%
+98.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.1% |
| 7D | -0.5% | -3.6% | +3.1% | -0.5% |
| 30D | -6.2% | +5.9% | -12.1% | -6.3% |
| 3M | +5.9% | -56.0% | +61.9% | +6.4% |
| 6M | +0.4% | -20.5% | +20.9% | +0.4% |
| YTD | +14.8% | -8.7% | +23.6% | +14.7% |
| 1Y | +30.1% | +75.9% | -45.8% | +29.4% |
| 3Y | +66.7% | +202.9% | -136.2% | +66.1% |
| All | +151.5% | +53.5% | +98.1% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling