+50.7%
PFE vs USFD
+375.5%
-324.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | +5.2% | +12.3% | -7.1% | +3.9% |
| 3M | +12.2% | -0.7% | +12.9% | +12.2% |
| 6M | +17.8% | +31.3% | -13.5% | +14.2% |
| YTD | +26.2% | +45.7% | -19.5% | +20.6% |
| 1Y | +23.2% | +52.1% | -29.0% | +17.1% |
| 3Y | +21.3% | +158.2% | -136.9% | +8.6% |
| 5Y | -23.1% | +213.8% | -236.8% | -33.3% |
| 10Y | +50.7% | +367.0% | -316.3% | +26.3% |
| All | +50.7% | +375.5% | -324.8% | +26.3% |
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