-1.6%
PFE vs LUNR
+251.6%
-253.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.9% | -8.2% | -2.4% |
| 7D | -2.7% | +6.5% | -9.2% | -2.8% |
| 30D | +3.8% | -4.4% | +8.2% | +3.9% |
| 3M | +10.4% | -47.3% | +57.6% | +11.5% |
| 6M | +6.3% | -11.1% | +17.3% | +6.0% |
| YTD | +17.4% | -3.4% | +20.8% | +16.4% |
| 1Y | +21.1% | +85.8% | -64.6% | +18.1% |
| 3Y | -1.6% | +264.7% | -266.2% | -4.9% |
| All | -1.6% | +251.6% | -253.2% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling