+46.9%
PM vs LUNR
-9.9%
+56.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +1.4% |
| 7D | +4.3% | -14.3% | +18.6% | +3.8% |
| 30D | +11.5% | -30.5% | +42.0% | +10.5% |
| 3M | +13.0% | -28.9% | +41.9% | +12.2% |
| 6M | +25.9% | -60.8% | +86.7% | +24.8% |
| YTD | +34.0% | -38.8% | +72.8% | +34.8% |
| 1Y | +46.9% | -4.5% | +51.4% | +49.3% |
| All | +46.9% | -9.9% | +56.7% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling