+443.3%
PWR vs LUNR
+62.5%
+380.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.5% | +2.2% |
| 7D | +4.5% | +6.5% | -2.0% | +4.4% |
| 30D | -4.9% | -4.4% | -0.5% | -4.8% |
| 3M | -7.9% | -47.3% | +39.4% | -6.9% |
| 6M | +18.3% | -11.1% | +29.4% | +18.2% |
| YTD | +51.5% | -3.4% | +54.9% | +50.9% |
| 1Y | +70.3% | +85.8% | -15.5% | +68.0% |
| 3Y | +210.6% | +264.7% | -54.1% | +209.7% |
| All | +443.3% | +62.5% | +380.8% | +445.7% |
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