+216.8%
LUNR vs PSLV
+165.9%
+50.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -3.1% | -3.5% | +0.4% | -1.9% |
| 30D | -15.3% | -2.1% | -13.2% | -14.8% |
| 3M | -53.2% | -1.6% | -51.5% | -53.1% |
| 6M | -22.2% | -25.5% | +3.3% | -14.8% |
| YTD | -11.6% | -11.4% | -0.2% | -8.8% |
| 1Y | +68.4% | +48.6% | +19.8% | +45.7% |
| 3Y | +216.8% | +166.9% | +49.9% | +113.8% |
| All | +216.8% | +165.9% | +50.9% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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