Heat olive oil in a large pot or Dutch oven over medium-high heat. Add onion and bell pepper and cook 4-5 minutes until softened. Stir in garlic and cook 30 seconds.
Add ground turkey and cook, breaking it up with a spoon, 6-8 minutes until no longer pink.
Stir in chili powder and cumin and cook 1 minute until fragrant.
Add pumpkin purée, diced tomatoes with their juices, black beans and broth. Stir well and bring to a boil.
Reduce heat to low and simmer uncovered 20 minutes, stirring occasionally, until slightly thickened.
Season with salt and pepper to taste. Serve hot, topped with plain Greek yogurt or avocado if you like.