+695.9%
PH vs USFD
+359.9%
+335.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.3% | +1.7% | +2.7% | +3.7% |
| 30D | +0.1% | +10.2% | -10.0% | -4.3% |
| 3M | -9.4% | -1.5% | -7.9% | -9.4% |
| 6M | +8.8% | +27.3% | -18.6% | -2.8% |
| YTD | +9.6% | +44.0% | -34.4% | -8.2% |
| 1Y | +14.4% | +50.4% | -35.9% | -6.2% |
| 3Y | +134.5% | +153.6% | -19.0% | +52.6% |
| 5Y | +204.4% | +219.0% | -14.5% | +75.9% |
| All | +695.9% | +359.9% | +335.9% | +278.0% |
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