-39.5%
PCOR vs LUMN
-44.1%
+4.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -8.2% | +2.5% | -10.7% | -8.4% |
| 30D | -8.1% | +10.3% | -18.5% | -9.1% |
| 3M | +26.2% | -18.3% | +44.5% | +28.0% |
| 6M | -5.0% | +4.4% | -9.4% | -6.5% |
| YTD | -26.8% | -10.7% | -16.1% | -27.4% |
| 1Y | -24.6% | +14.0% | -38.5% | -27.8% |
| 3Y | -19.6% | +406.6% | -426.2% | -40.8% |
| 5Y | -42.4% | -36.8% | -5.6% | -37.3% |
| All | -39.5% | -44.1% | +4.6% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling