-56.5%
LUMN vs PFG
+251.1%
-307.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.3% |
| 7D | +2.5% | -0.4% | +2.9% | +2.8% |
| 30D | +10.3% | +2.9% | +7.4% | +8.3% |
| 3M | -18.3% | +6.7% | -25.0% | -22.1% |
| 6M | +4.4% | +33.8% | -29.4% | -13.1% |
| YTD | -10.7% | +35.0% | -45.6% | -26.2% |
| 1Y | +14.0% | +46.4% | -32.5% | -10.6% |
| 3Y | +406.6% | +71.7% | +334.9% | +272.0% |
| 5Y | -36.8% | +113.7% | -150.5% | -58.4% |
| All | -56.5% | +251.1% | -307.5% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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