+132.9%
PH vs USFD
+159.2%
-26.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | +2.0% | +3.0% | -1.0% | +0.7% |
| 30D | -3.7% | +11.1% | -14.7% | -7.8% |
| 3M | -14.0% | -0.3% | -13.8% | -14.3% |
| 6M | +2.1% | +15.9% | -13.8% | -4.6% |
| YTD | +5.1% | +41.6% | -36.6% | -12.3% |
| 1Y | +10.9% | +49.4% | -38.5% | -10.3% |
| 3Y | +132.9% | +157.8% | -24.9% | +43.8% |
| All | +132.9% | +159.2% | -26.3% | +43.8% |
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