+211.0%
PDD vs USFD
+163.4%
+47.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +5.6% | +3.0% | +2.7% | +4.9% |
| 30D | +5.8% | +11.1% | -5.3% | +3.3% |
| 3M | -8.6% | -0.3% | -8.3% | -8.7% |
| 6M | -18.8% | +15.9% | -34.7% | -21.8% |
| YTD | -26.8% | +41.6% | -68.4% | -32.9% |
| 1Y | -39.3% | +49.4% | -88.7% | -45.1% |
| 3Y | -22.5% | +157.8% | -180.3% | -39.3% |
| 5Y | -0.8% | +176.6% | -177.4% | -24.5% |
| All | +211.0% | +163.4% | +47.5% | +159.6% |
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 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