+143.4%
PM vs LUNR
+53.5%
+89.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -4.9% | -3.6% | -1.2% | -4.9% |
| 30D | -3.4% | +5.9% | -9.2% | -3.4% |
| 3M | +5.2% | -56.0% | +61.1% | +5.0% |
| 6M | +3.7% | -20.5% | +24.2% | +3.8% |
| YTD | +15.8% | -8.7% | +24.5% | +15.9% |
| 1Y | +17.4% | +75.9% | -58.5% | +17.8% |
| 3Y | +116.9% | +202.9% | -85.9% | +118.2% |
| All | +143.4% | +53.5% | +89.9% | +148.9% |
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