-25.7%
PFE vs LUNR
+35.0%
-60.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.0% | -9.1% | -2.1% |
| 7D | -2.1% | +51.2% | -53.3% | -2.2% |
| 30D | +3.1% | +7.0% | -3.9% | +3.1% |
| 3M | +11.2% | -23.1% | +34.3% | +11.2% |
| 6M | +15.0% | -59.4% | +74.4% | +15.3% |
| YTD | +23.5% | -19.7% | +43.3% | +23.5% |
| 1Y | +18.9% | +39.5% | -20.6% | +18.7% |
| 3Y | +18.7% | +357.2% | -338.5% | +18.8% |
| All | -25.7% | +35.0% | -60.8% | -22.0% |
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 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