+202.9%
PWR vs LUNR
+234.6%
-31.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -7.7% | -11.3% | +3.6% | -6.8% |
| 3M | -4.9% | -44.9% | +40.0% | -0.7% |
| 6M | +9.7% | -17.3% | +27.0% | +9.3% |
| YTD | +46.7% | -9.9% | +56.6% | +43.6% |
| 1Y | +58.7% | +76.1% | -17.4% | +46.0% |
| All | +202.9% | +234.6% | -31.7% | +145.6% |
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