-1.6%
PEP vs LUNR
+51.5%
-53.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -1.4% | -0.5% | -0.8% | -1.4% |
| 30D | -0.2% | -11.3% | +11.1% | -0.3% |
| 3M | -4.3% | -44.9% | +40.6% | -4.4% |
| 6M | -13.2% | -17.3% | +4.1% | -13.2% |
| YTD | -1.9% | -9.9% | +8.0% | -1.8% |
| 1Y | -0.3% | +76.1% | -76.5% | -0.1% |
| 3Y | -13.6% | +240.0% | -253.6% | -13.2% |
| All | -1.6% | +51.5% | -53.1% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling