+16.2%
PFE vs USFD
+159.7%
-143.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.5% |
| 7D | -0.2% | +3.9% | -4.2% | -0.9% |
| 30D | +8.7% | +10.7% | -2.0% | +7.0% |
| 3M | +15.8% | +6.3% | +9.4% | +14.5% |
| 6M | +16.8% | +16.2% | +0.6% | +13.8% |
| YTD | +26.2% | +41.9% | -15.7% | +18.2% |
| 1Y | +29.9% | +44.2% | -14.3% | +21.1% |
| All | +16.2% | +159.7% | -143.4% | -3.1% |
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