-25.6%
PFE vs LUNR
+34.7%
-60.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.7% | +24.2% | -25.9% | -1.8% |
| 30D | +0.3% | +18.0% | -17.6% | +0.3% |
| 3M | +9.4% | -26.0% | +35.3% | +9.4% |
| 6M | +14.9% | -63.6% | +78.5% | +15.1% |
| YTD | +23.8% | -19.9% | +43.7% | +23.7% |
| 1Y | +19.5% | +50.1% | -30.6% | +19.3% |
| 3Y | +21.0% | +374.5% | -353.4% | +21.2% |
| All | -25.6% | +34.7% | -60.3% | -21.9% |
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