+272.7%
PNC vs LUMN
-55.8%
+328.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -0.6% | +2.5% | -3.1% | -0.9% |
| 30D | -4.4% | +10.3% | -14.7% | -5.7% |
| 3M | +5.2% | -18.3% | +23.5% | +7.4% |
| 6M | +20.6% | +4.4% | +16.3% | +18.3% |
| YTD | +19.8% | -10.7% | +30.4% | +18.3% |
| 1Y | +24.4% | +14.0% | +10.5% | +16.9% |
| 3Y | +131.2% | +406.6% | -275.3% | +40.1% |
| 5Y | +53.1% | -36.8% | +89.9% | +49.0% |
| All | +272.7% | -55.8% | +328.5% | +226.6% |
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 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