+11.6%
PG vs LUNR
+48.7%
-37.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.8% |
| 30D | +0.8% | -15.3% | +16.2% | +0.8% |
| 3M | -1.3% | -53.2% | +51.8% | -1.6% |
| 6M | -3.8% | -22.2% | +18.4% | -3.8% |
| YTD | +3.6% | -11.6% | +15.2% | +3.8% |
| 1Y | -5.7% | +68.4% | -74.2% | -5.3% |
| 3Y | +1.6% | +216.8% | -215.2% | +2.6% |
| All | +11.6% | +48.7% | -37.1% | +14.6% |
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