+147.6%
PM vs LUNR
+54.8%
+92.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -0.2% | -5.3% | +5.2% | -0.2% |
| 3M | +4.9% | -45.6% | +50.5% | +4.8% |
| 6M | +9.0% | -17.4% | +26.4% | +9.1% |
| YTD | +17.8% | -7.9% | +25.7% | +17.9% |
| 1Y | +16.8% | +77.6% | -60.8% | +17.2% |
| 3Y | +125.4% | +247.4% | -122.0% | +126.9% |
| All | +147.6% | +54.8% | +92.8% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling