+48.8%
PFE vs USFD
+359.9%
-311.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.7% | +1.7% | -3.4% | -1.9% |
| 30D | +0.3% | +10.2% | -9.8% | -0.7% |
| 3M | +9.4% | -1.5% | +10.9% | +9.5% |
| 6M | +14.9% | +27.3% | -12.5% | +11.7% |
| YTD | +23.8% | +44.0% | -20.2% | +18.5% |
| 1Y | +19.5% | +50.4% | -30.8% | +13.8% |
| 3Y | +21.0% | +153.6% | -132.5% | +8.6% |
| 5Y | -23.9% | +219.0% | -242.8% | -34.0% |
| All | +48.8% | +359.9% | -311.1% | +24.7% |
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