+6.9%
PCOR vs LUMN
-59.3%
+66.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -5.9% | +25.6% | +19.7% |
| 7D | +21.8% | -6.9% | +28.7% | +21.9% |
| 30D | +39.5% | -20.5% | +60.0% | +40.0% |
| 3M | +35.2% | -33.4% | +68.6% | +36.3% |
| 6M | +21.7% | -52.1% | +73.8% | +23.9% |
| YTD | +3.9% | -42.5% | +46.4% | +5.0% |
| 1Y | +6.9% | -57.6% | +64.5% | +11.6% |
| All | +6.9% | -59.3% | +66.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling