+888.4%
PH vs USFD
+329.0%
+559.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.1% | -3.0% | -0.1% | -1.9% |
| 30D | -3.2% | +3.5% | -6.8% | -4.6% |
| 3M | +10.6% | +26.6% | -16.0% | -0.2% |
| 6M | -2.1% | +11.7% | -13.8% | -7.2% |
| YTD | +10.2% | +38.1% | -27.9% | -5.4% |
| 1Y | +28.2% | +33.4% | -5.2% | +11.3% |
| 3Y | +134.9% | +155.8% | -20.9% | +53.7% |
| 5Y | +253.6% | +214.0% | +39.6% | +107.4% |
| 10Y | +804.7% | +320.4% | +484.4% | +341.9% |
| All | +888.4% | +329.0% | +559.3% | +385.0% |
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 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