-0.4%
PL vs USFD
+49.6%
-50.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.5% | -14.8% | -7.6% |
| 7D | -11.7% | +7.8% | -19.6% | -12.9% |
| 30D | -27.1% | +16.2% | -43.3% | -29.7% |
| 3M | -44.6% | +11.0% | -55.6% | -45.8% |
| 6M | -67.2% | +20.7% | -87.9% | -67.8% |
| YTD | -35.9% | +46.0% | -81.8% | -49.9% |
| 1Y | -0.4% | +49.8% | -50.2% | -23.2% |
| All | -0.4% | +49.6% | -50.0% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling