+207.9%
PDD vs USFD
+157.0%
+51.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.1% | -3.0% | -1.1% | -3.4% |
| 30D | -9.6% | +3.5% | -13.1% | -10.3% |
| 3M | -4.3% | +26.6% | -30.8% | -9.3% |
| 6M | -18.8% | +11.7% | -30.5% | -21.0% |
| YTD | -27.5% | +38.1% | -65.6% | -33.1% |
| 1Y | -33.6% | +33.4% | -67.0% | -38.4% |
| 3Y | -20.4% | +155.8% | -176.2% | -37.6% |
| 5Y | -19.6% | +214.0% | -233.6% | -39.4% |
| All | +207.9% | +157.0% | +51.0% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling