-23.7%
PDD vs USFD
+215.8%
-239.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.1% | -3.0% | -1.1% | -2.7% |
| 30D | -9.6% | +3.5% | -13.1% | -11.2% |
| 3M | -4.3% | +26.6% | -30.8% | -15.1% |
| 6M | -18.8% | +11.7% | -30.5% | -23.7% |
| YTD | -27.5% | +38.1% | -65.6% | -40.1% |
| 1Y | -33.6% | +33.4% | -67.0% | -44.4% |
| 3Y | -20.4% | +155.8% | -176.2% | -59.3% |
| All | -23.7% | +215.8% | -239.5% | -66.0% |
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 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