+816.2%
PH vs USFD
+340.6%
+475.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.8% |
| 7D | -3.9% | +3.9% | -7.8% | -5.8% |
| 30D | -9.4% | +10.7% | -20.1% | -13.6% |
| 3M | -10.3% | +6.3% | -16.6% | -13.2% |
| 6M | +2.7% | +16.2% | -13.5% | -4.7% |
| YTD | +2.1% | +41.9% | -39.7% | -13.8% |
| 1Y | +16.2% | +44.2% | -28.0% | -3.0% |
| 3Y | +129.3% | +159.8% | -30.5% | +48.3% |
| 5Y | +191.7% | +177.1% | +14.6% | +79.1% |
| 10Y | +759.2% | +376.2% | +383.1% | +313.2% |
| All | +816.2% | +340.6% | +475.6% | +341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling