+15.8%
PCG vs LUNR
+54.8%
-39.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.5% | -4.2% |
| 7D | +6.5% | +0.5% | +5.9% | +6.4% |
| 30D | -16.7% | -5.3% | -11.4% | -16.7% |
| 3M | -14.2% | -45.6% | +31.4% | -13.9% |
| 6M | -21.5% | -17.4% | -4.1% | -21.5% |
| YTD | -11.2% | -7.9% | -3.2% | -11.5% |
| 1Y | -4.2% | +77.6% | -81.9% | -5.1% |
| 3Y | -14.9% | +247.4% | -262.3% | -15.7% |
| All | +15.8% | +54.8% | -39.0% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling