+737.3%
PH vs USFD
+368.6%
+368.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.2% | +3.0% |
| 7D | +3.0% | +3.9% | -0.9% | +1.0% |
| 30D | -0.6% | +12.8% | -13.5% | -6.0% |
| 3M | -10.7% | +1.0% | -11.7% | -11.7% |
| 6M | +9.1% | +30.3% | -21.2% | -3.5% |
| YTD | +9.5% | +46.0% | -36.5% | -8.8% |
| 1Y | +14.0% | +49.6% | -35.6% | -6.3% |
| 3Y | +138.9% | +166.3% | -27.4% | +52.3% |
| 5Y | +209.1% | +208.4% | +0.8% | +81.1% |
| 10Y | +737.3% | +371.2% | +366.1% | +302.3% |
| All | +737.3% | +368.6% | +368.7% | +302.3% |
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