+14.8%
PL vs USFD
+169.4%
-154.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.8% | -7.3% | -8.5% |
| 7D | -20.5% | +3.9% | -24.5% | -22.9% |
| 30D | -38.8% | +10.7% | -49.5% | -42.9% |
| 3M | -49.1% | +6.3% | -55.5% | -51.5% |
| 6M | -69.4% | +16.2% | -85.6% | -72.7% |
| YTD | -42.3% | +41.9% | -84.2% | -56.0% |
| 1Y | -14.2% | +44.2% | -58.4% | -35.2% |
| 3Y | +398.7% | +159.8% | +238.9% | +172.4% |
| 5Y | +11.1% | +177.1% | -166.0% | -45.0% |
| All | +14.8% | +169.4% | -154.6% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling