+196.2%
PAAS vs USFD
+359.9%
-163.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -8.9% | +1.7% | -10.6% | -9.2% |
| 30D | -11.4% | +10.2% | -21.6% | -13.0% |
| 3M | -20.4% | -1.5% | -19.0% | -20.3% |
| 6M | -40.7% | +27.3% | -68.0% | -43.5% |
| YTD | -26.9% | +44.0% | -70.9% | -32.5% |
| 1Y | -3.1% | +50.4% | -53.4% | -11.1% |
| 3Y | +199.3% | +153.6% | +45.7% | +147.6% |
| 5Y | +48.3% | +219.0% | -170.7% | +16.6% |
| All | +196.2% | +359.9% | -163.7% | +115.3% |
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