+106.6%
PCAR vs USFD
+188.3%
-81.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | +0.1% | +3.0% | -2.9% | -1.0% |
| 30D | -4.6% | +11.1% | -15.6% | -7.9% |
| 3M | -22.6% | -0.3% | -22.3% | -22.7% |
| 6M | -12.0% | +15.9% | -27.8% | -16.8% |
| YTD | -6.1% | +41.6% | -47.7% | -18.5% |
| 1Y | +6.3% | +49.4% | -43.1% | -9.7% |
| 3Y | +31.8% | +157.8% | -126.1% | -10.1% |
| All | +106.6% | +188.3% | -81.7% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling