+138.9%
PH vs USFD
+167.5%
-28.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.2% | +3.1% |
| 7D | +3.0% | +3.9% | -0.9% | +1.5% |
| 30D | -0.6% | +12.8% | -13.5% | -5.4% |
| 3M | -10.7% | +1.0% | -11.7% | -11.3% |
| 6M | +9.1% | +30.3% | -21.2% | -2.6% |
| YTD | +9.5% | +46.0% | -36.5% | -9.6% |
| 1Y | +14.0% | +49.6% | -35.6% | -7.3% |
| 3Y | +138.9% | +166.3% | -27.4% | +44.5% |
| All | +138.9% | +167.5% | -28.6% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling