+3,426.6%
PNR vs LUMN
+156.1%
+3,270.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -6.0% | +2.5% | -8.5% | -6.4% |
| 30D | -14.0% | +10.3% | -24.3% | -15.6% |
| 3M | -21.7% | -18.3% | -3.4% | -19.6% |
| 6M | -37.3% | +4.4% | -41.6% | -39.0% |
| YTD | -45.1% | -10.7% | -34.4% | -46.0% |
| 1Y | -49.1% | +14.0% | -63.1% | -53.1% |
| 3Y | -14.8% | +406.6% | -421.4% | -54.8% |
| 5Y | -21.0% | -36.8% | +15.8% | -32.2% |
| 10Y | +64.7% | -56.2% | +120.9% | +40.5% |
| All | +3,426.6% | +156.1% | +3,270.5% | +2,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling