+188.9%
PAAS vs USFD
+369.7%
-180.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +8.4% | +3.0% | +5.4% | +7.9% |
| 30D | -7.2% | +11.1% | -18.2% | -9.0% |
| 3M | -14.0% | -0.3% | -13.7% | -14.0% |
| 6M | -26.8% | +15.9% | -42.6% | -29.0% |
| YTD | -19.8% | +41.6% | -61.4% | -25.6% |
| 1Y | +22.8% | +49.4% | -26.6% | +12.8% |
| 3Y | +183.6% | +157.8% | +25.8% | +134.2% |
| 5Y | +73.8% | +176.6% | -102.8% | +39.6% |
| All | +188.9% | +369.7% | -180.8% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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