+214.4%
PDD vs USFD
+163.9%
+50.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.8% |
| 7D | +5.9% | +3.9% | +2.0% | +5.0% |
| 30D | +7.1% | +10.7% | -3.6% | +4.7% |
| 3M | -7.7% | +6.3% | -14.0% | -9.1% |
| 6M | -13.2% | +16.2% | -29.5% | -16.5% |
| YTD | -26.0% | +41.9% | -67.8% | -32.2% |
| 1Y | -38.4% | +44.2% | -82.6% | -43.9% |
| 3Y | -21.1% | +159.8% | -180.9% | -38.3% |
| 5Y | +0.3% | +177.1% | -176.8% | -23.7% |
| All | +214.4% | +163.9% | +50.5% | +162.4% |
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