-73.7%
PYPL vs LUNR
+48.7%
-122.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | -2.3% | -3.1% | +0.8% | -2.2% |
| 30D | -9.0% | -15.3% | +6.3% | -8.8% |
| 3M | +30.6% | -53.2% | +83.7% | +32.2% |
| 6M | +18.6% | -22.2% | +40.8% | +18.6% |
| YTD | -7.2% | -11.6% | +4.4% | -7.6% |
| 1Y | -19.3% | +68.4% | -87.7% | -20.7% |
| 3Y | -12.3% | +216.8% | -229.1% | -14.6% |
| All | -73.7% | +48.7% | -122.4% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling