+248.2%
PAAS vs USFD
+156.9%
+91.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -2.9% | -3.0% | +0.1% | -2.1% |
| 30D | +6.8% | +3.5% | +3.3% | +5.8% |
| 3M | -2.9% | +26.6% | -29.5% | -9.7% |
| 6M | -16.4% | +11.7% | -28.1% | -19.2% |
| YTD | 0.0% | +38.1% | -38.1% | -12.7% |
| 1Y | +54.3% | +33.4% | +20.9% | +36.3% |
| All | +248.2% | +156.9% | +91.3% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling