+208.2%
PH vs LUNR
+62.5%
+145.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -0.8% |
| 7D | +0.4% | +6.5% | -6.1% | +0.3% |
| 30D | -10.8% | -4.4% | -6.4% | -10.8% |
| 3M | +8.5% | -47.3% | +55.7% | +9.2% |
| 6M | +3.9% | -11.1% | +15.0% | +3.7% |
| YTD | +9.4% | -3.4% | +12.8% | +8.8% |
| 1Y | +26.8% | +85.8% | -59.0% | +24.9% |
| 3Y | +140.8% | +264.7% | -123.9% | +138.0% |
| All | +208.2% | +62.5% | +145.7% | +202.0% |
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