-29.6%
PFE vs LUNR
+48.7%
-78.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.3% |
| 7D | -2.6% | -3.1% | +0.5% | -2.6% |
| 30D | +5.4% | -15.3% | +20.7% | +5.4% |
| 3M | +7.8% | -53.2% | +60.9% | +8.0% |
| 6M | +5.0% | -22.2% | +27.2% | +5.1% |
| YTD | +17.1% | -11.6% | +28.7% | +17.0% |
| 1Y | +19.3% | +68.4% | -49.1% | +19.0% |
| 3Y | -0.9% | +216.8% | -217.7% | -1.0% |
| All | -29.6% | +48.7% | -78.3% | -26.1% |
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