+710.0%
PH vs USFD
+375.5%
+334.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +6.9% | -0.2% | +7.1% | +7.0% |
| 30D | +1.7% | +12.3% | -10.7% | -3.7% |
| 3M | -8.1% | -0.7% | -7.5% | -8.5% |
| 6M | +11.5% | +31.3% | -19.8% | -1.7% |
| YTD | +11.4% | +45.7% | -34.3% | -7.2% |
| 1Y | +14.1% | +52.1% | -38.0% | -6.9% |
| 3Y | +138.2% | +158.2% | -20.0% | +53.9% |
| 5Y | +216.0% | +213.8% | +2.2% | +83.7% |
| 10Y | +710.0% | +367.0% | +342.9% | +282.6% |
| All | +710.0% | +375.5% | +334.4% | +282.6% |
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