+403.1%
PL vs USFD
+159.7%
+243.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.8% | -7.3% | -8.4% |
| 7D | -20.5% | +3.9% | -24.5% | -23.0% |
| 30D | -38.8% | +10.7% | -49.5% | -43.4% |
| 3M | -49.1% | +6.3% | -55.5% | -51.7% |
| 6M | -69.4% | +16.2% | -85.6% | -73.1% |
| YTD | -42.3% | +41.9% | -84.2% | -60.2% |
| 1Y | -14.2% | +44.2% | -58.4% | -41.7% |
| All | +403.1% | +159.7% | +243.4% | +96.7% |
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