+453.1%
PWR vs LUNR
+48.7%
+404.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +7.0% | +5.2% |
| 7D | +4.2% | -3.1% | +7.3% | +4.3% |
| 30D | -4.0% | -15.3% | +11.3% | -3.7% |
| 3M | -4.8% | -53.2% | +48.4% | -3.5% |
| 6M | +14.6% | -22.2% | +36.9% | +14.8% |
| YTD | +54.2% | -11.6% | +65.8% | +53.9% |
| 1Y | +67.1% | +68.4% | -1.3% | +65.1% |
| 3Y | +218.5% | +216.8% | +1.7% | +218.0% |
| All | +453.1% | +48.7% | +404.4% | +456.6% |
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 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