+14.0%
LUMN vs PFG
+49.5%
-35.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.6% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +10.3% | +2.9% | +7.4% | +9.4% |
| 3M | -18.3% | +6.7% | -25.0% | -20.4% |
| 6M | +4.4% | +33.8% | -29.4% | -11.0% |
| YTD | -10.7% | +35.0% | -45.6% | -23.6% |
| 1Y | +14.0% | +46.4% | -32.5% | -8.1% |
| All | +14.0% | +49.5% | -35.5% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling