+98.5%
PCG vs LUMN
+156.1%
-57.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | -3.5% | +2.5% | -6.0% | -3.8% |
| 30D | -20.6% | +10.3% | -30.9% | -21.6% |
| 3M | -17.6% | -18.3% | +0.7% | -16.3% |
| 6M | -23.5% | +4.4% | -27.8% | -24.8% |
| YTD | -13.6% | -10.7% | -2.9% | -14.7% |
| 1Y | -11.3% | +14.0% | -25.3% | -16.1% |
| 3Y | -16.9% | +406.6% | -423.5% | -44.8% |
| 5Y | +50.8% | -36.8% | +87.6% | +37.6% |
| 10Y | -76.0% | -56.2% | -19.8% | -78.4% |
| All | +98.5% | +156.1% | -57.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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