+14.8%
PFGC vs LUMN
-62.6%
+77.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.0% | +11.1% | +0.9% |
| 7D | +12.5% | -16.9% | +29.4% | +13.9% |
| 30D | +17.0% | -32.7% | +49.6% | +20.6% |
| 3M | -2.1% | -34.5% | +32.5% | +1.1% |
| 6M | +25.9% | -56.9% | +82.8% | +35.2% |
| YTD | +22.0% | -48.8% | +70.8% | +27.8% |
| 1Y | +14.8% | -63.4% | +78.2% | +18.8% |
| All | +14.8% | -62.6% | +77.5% | +18.8% |
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