-14.8%
PNR vs LUMN
+385.3%
-400.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -6.0% | +2.5% | -8.5% | -6.2% |
| 30D | -14.0% | +10.3% | -24.3% | -14.6% |
| 3M | -21.7% | -18.3% | -3.4% | -20.8% |
| 6M | -37.3% | +4.4% | -41.6% | -37.9% |
| YTD | -45.1% | -10.7% | -34.4% | -45.4% |
| 1Y | -49.1% | +14.0% | -63.1% | -50.5% |
| 3Y | -14.8% | +406.6% | -421.4% | -30.2% |
| All | -14.8% | +385.3% | -400.2% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling