+8.4%
PCG vs LUNR
+22.4%
-14.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.7% |
| 7D | -0.5% | +12.7% | -13.1% | -0.6% |
| 30D | +0.8% | -10.5% | +11.2% | +0.8% |
| 3M | -22.0% | -25.2% | +3.1% | -21.9% |
| 6M | -17.1% | -59.2% | +42.1% | -16.7% |
| YTD | -16.9% | -27.2% | +10.4% | -17.0% |
| 1Y | -19.1% | +19.7% | -38.7% | -19.6% |
| 3Y | -19.4% | +314.4% | -333.8% | -20.1% |
| All | +8.4% | +22.4% | -14.0% | +13.8% |
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