+195.8%
PDD vs USFD
+167.8%
+27.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -4.9% | +1.7% | -6.6% | -5.3% |
| 30D | -3.0% | +10.2% | -13.2% | -5.1% |
| 3M | -6.2% | -1.5% | -4.7% | -6.1% |
| 6M | -20.7% | +27.3% | -48.1% | -25.2% |
| YTD | -30.4% | +44.0% | -74.3% | -36.5% |
| 1Y | -41.3% | +50.4% | -91.6% | -47.0% |
| 3Y | -27.7% | +153.6% | -181.3% | -43.1% |
| 5Y | -16.9% | +219.0% | -235.8% | -37.8% |
| All | +195.8% | +167.8% | +27.9% | +146.0% |
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