+14.3%
PFE vs USFD
+159.2%
-144.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.7% | +3.0% | -6.7% | -4.2% |
| 30D | +5.0% | +11.1% | -6.1% | +3.3% |
| 3M | +12.2% | -0.3% | +12.5% | +12.1% |
| 6M | +14.6% | +15.9% | -1.3% | +11.7% |
| YTD | +24.1% | +41.6% | -17.5% | +16.3% |
| 1Y | +26.6% | +49.4% | -22.8% | +17.2% |
| 3Y | +14.3% | +157.8% | -143.5% | -4.7% |
| All | +14.3% | +159.2% | -144.9% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling