-29.5%
PFE vs LUNR
+54.8%
-84.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | 0.0% |
| 7D | -4.3% | +0.5% | -4.8% | -4.3% |
| 30D | +2.7% | -5.3% | +8.0% | +2.7% |
| 3M | +10.0% | -45.6% | +55.6% | +10.1% |
| 6M | +7.2% | -17.4% | +24.5% | +7.2% |
| YTD | +17.3% | -7.9% | +25.3% | +17.3% |
| 1Y | +20.3% | +77.6% | -57.3% | +20.0% |
| 3Y | -1.6% | +247.4% | -249.1% | -1.7% |
| All | -29.5% | +54.8% | -84.3% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling