+153.0%
PM vs LUNR
+51.5%
+101.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.2% |
| 7D | +1.9% | -0.5% | +2.5% | +1.9% |
| 30D | +1.9% | -11.3% | +13.2% | +1.9% |
| 3M | +4.6% | -44.9% | +49.5% | +4.4% |
| 6M | +11.7% | -17.3% | +29.0% | +11.8% |
| YTD | +20.4% | -9.9% | +30.3% | +20.5% |
| 1Y | +19.0% | +76.1% | -57.2% | +19.4% |
| 3Y | +130.4% | +240.0% | -109.6% | +131.8% |
| All | +153.0% | +51.5% | +101.5% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling