+294.0%
PCAR vs USFD
+369.7%
-75.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +0.1% | +3.0% | -2.9% | -0.7% |
| 30D | -4.6% | +11.1% | -15.6% | -7.1% |
| 3M | -22.6% | -0.3% | -22.3% | -22.6% |
| 6M | -12.0% | +15.9% | -27.8% | -15.6% |
| YTD | -6.1% | +41.6% | -47.7% | -15.1% |
| 1Y | +6.3% | +49.4% | -43.1% | -5.3% |
| 3Y | +31.8% | +157.8% | -126.1% | +1.5% |
| 5Y | +104.2% | +176.6% | -72.5% | +51.8% |
| All | +294.0% | +369.7% | -75.7% | +163.0% |
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