+57.2%
PPL vs LUNR
+198.3%
-141.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +21.5% | -22.0% | -0.6% |
| 7D | +0.4% | -1.9% | +2.3% | +0.4% |
| 30D | +5.4% | -27.3% | +32.8% | +5.5% |
| 3M | +4.3% | -29.9% | +34.1% | +4.3% |
| 6M | -1.3% | -60.2% | +58.9% | -1.2% |
| YTD | +4.7% | -35.5% | +40.2% | +4.3% |
| 1Y | +1.3% | +9.5% | -8.3% | +0.5% |
| 3Y | +57.2% | +226.2% | -168.9% | +52.3% |
| All | +57.2% | +198.3% | -141.1% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling