+6.3%
PCG vs LUNR
+35.0%
-28.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.0% | -8.0% | -1.0% |
| 7D | -2.0% | +51.2% | -53.1% | -2.3% |
| 30D | -2.7% | +7.0% | -9.7% | -2.8% |
| 3M | -25.1% | -23.1% | -1.9% | -25.0% |
| 6M | -22.3% | -59.4% | +37.1% | -22.0% |
| YTD | -18.5% | -19.7% | +1.2% | -18.7% |
| 1Y | -21.8% | +39.5% | -61.3% | -22.5% |
| 3Y | -21.0% | +357.2% | -378.2% | -21.7% |
| All | +6.3% | +35.0% | -28.8% | +11.5% |
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