+109.2%
PCAR vs USFD
+184.3%
-75.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.6% |
| 7D | +2.2% | +3.9% | -1.8% | +0.8% |
| 30D | -4.4% | +10.7% | -15.1% | -7.6% |
| 3M | -21.4% | +6.3% | -27.8% | -23.3% |
| 6M | -7.3% | +16.2% | -23.6% | -12.5% |
| YTD | -3.8% | +41.9% | -45.6% | -16.5% |
| 1Y | +6.3% | +44.2% | -37.9% | -8.5% |
| 3Y | +34.4% | +159.8% | -125.4% | -8.4% |
| 5Y | +109.2% | +177.1% | -67.9% | +36.4% |
| All | +109.2% | +184.3% | -75.0% | +36.4% |
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