+197.4%
PDD vs USFD
+171.3%
+26.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -1.0% | +8.4% | -9.3% | -2.8% |
| 30D | -2.4% | +12.7% | -15.1% | -5.0% |
| 3M | -14.6% | +1.1% | -15.7% | -15.0% |
| 6M | -19.6% | +30.2% | -49.8% | -24.5% |
| YTD | -30.0% | +45.8% | -75.8% | -36.3% |
| 1Y | -42.5% | +51.9% | -94.5% | -48.3% |
| 3Y | -27.2% | +158.5% | -185.7% | -43.0% |
| 5Y | -8.2% | +208.0% | -216.3% | -31.2% |
| All | +197.4% | +171.3% | +26.1% | +146.6% |
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