+107.2%
PFGC vs LUMN
-37.8%
+145.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -4.8% | +2.5% | -7.3% | -4.9% |
| 30D | -12.5% | +10.3% | -22.9% | -13.3% |
| 3M | -9.7% | -18.3% | +8.5% | -8.6% |
| 6M | +7.0% | +4.4% | +2.7% | +5.8% |
| YTD | +4.5% | -10.7% | +15.2% | +4.1% |
| 1Y | -11.6% | +14.0% | -25.5% | -14.3% |
| 3Y | +58.5% | +406.6% | -348.1% | +22.7% |
| All | +107.2% | -37.8% | +145.1% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling