-11.1%
PCG vs LUNR
+251.6%
-262.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.2% | +3.5% |
| 7D | +5.4% | +6.5% | -1.1% | +5.2% |
| 30D | -15.1% | -4.4% | -10.7% | -15.1% |
| 3M | -9.8% | -47.3% | +37.5% | -8.4% |
| 6M | -18.0% | -11.1% | -6.9% | -18.7% |
| YTD | -7.2% | -3.4% | -3.9% | -9.0% |
| 1Y | +2.9% | +85.8% | -82.9% | -2.4% |
| 3Y | -11.1% | +264.7% | -275.7% | -25.3% |
| All | -11.1% | +251.6% | -262.7% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling