+295.0%
PCAR vs USFD
+375.5%
-80.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +0.3% | +12.3% | -12.0% | -2.7% |
| 3M | -17.9% | -0.7% | -17.2% | -17.9% |
| 6M | -3.4% | +31.3% | -34.7% | -10.3% |
| YTD | -0.1% | +45.7% | -45.8% | -10.4% |
| 1Y | +13.4% | +52.1% | -38.7% | +0.5% |
| 3Y | +37.2% | +158.2% | -121.0% | +5.5% |
| 5Y | +117.3% | +213.8% | -96.4% | +56.9% |
| 10Y | +295.0% | +367.0% | -72.1% | +147.7% |
| All | +295.0% | +375.5% | -80.6% | +147.7% |
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