+45.3%
PFE vs USFD
+340.6%
-295.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.6% |
| 7D | -0.2% | +3.9% | -4.2% | -0.7% |
| 30D | +8.7% | +10.7% | -2.0% | +7.4% |
| 3M | +15.8% | +6.3% | +9.4% | +14.9% |
| 6M | +16.8% | +16.2% | +0.6% | +14.7% |
| YTD | +26.2% | +41.9% | -15.7% | +21.0% |
| 1Y | +29.9% | +44.2% | -14.3% | +24.3% |
| 3Y | +15.9% | +159.8% | -143.9% | +3.8% |
| 5Y | -20.6% | +177.1% | -197.7% | -30.1% |
| 10Y | +65.4% | +376.2% | -310.8% | +41.9% |
| All | +45.3% | +340.6% | -295.3% | +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 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