+38.3%
PFE vs USFD
+329.0%
-290.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +1.8% | -3.0% | +4.8% | +2.1% |
| 30D | +10.2% | +3.5% | +6.7% | +9.8% |
| 3M | +12.7% | +26.6% | -13.9% | +9.7% |
| 6M | +10.5% | +11.7% | -1.2% | +9.0% |
| YTD | +20.2% | +38.1% | -18.0% | +15.6% |
| 1Y | +24.1% | +33.4% | -9.3% | +19.7% |
| 3Y | -3.6% | +155.8% | -159.4% | -13.5% |
| 5Y | -20.9% | +214.0% | -234.9% | -31.2% |
| 10Y | +35.8% | +320.4% | -284.5% | +17.7% |
| All | +38.3% | +329.0% | -290.7% | +19.1% |
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 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