+16.7%
PCG vs LUNR
+53.5%
-36.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -13.9% | -3.6% | -10.2% | -13.8% |
| 30D | -16.9% | +5.9% | -22.7% | -16.9% |
| 3M | -14.7% | -56.0% | +41.2% | -14.3% |
| 6M | -23.8% | -20.5% | -3.4% | -23.9% |
| YTD | -10.5% | -8.7% | -1.8% | -10.8% |
| 1Y | -5.1% | +75.9% | -81.0% | -6.0% |
| 3Y | -11.6% | +202.9% | -214.5% | -12.5% |
| All | +16.7% | +53.5% | -36.8% | +22.4% |
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 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