+3.6%
PEP vs LUNR
+26.2%
-22.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.2% |
| 7D | +1.1% | +22.7% | -21.6% | +1.2% |
| 30D | +13.6% | -5.3% | +18.9% | +13.7% |
| 3M | +5.1% | -26.1% | +31.2% | +5.1% |
| 6M | -1.6% | -62.4% | +60.8% | -1.8% |
| YTD | +3.3% | -25.0% | +28.3% | +3.4% |
| 1Y | +3.2% | +29.0% | -25.8% | +3.4% |
| 3Y | -3.9% | +327.4% | -331.3% | -3.4% |
| All | +3.6% | +26.2% | -22.6% | +5.8% |
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 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