+11.1%
PL vs USFD
+184.3%
-173.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.8% | -7.3% | -8.3% |
| 7D | -20.5% | +3.9% | -24.5% | -23.2% |
| 30D | -38.8% | +10.7% | -49.5% | -43.5% |
| 3M | -49.1% | +6.3% | -55.5% | -51.8% |
| 6M | -69.4% | +16.2% | -85.6% | -73.2% |
| YTD | -42.3% | +41.9% | -84.2% | -57.8% |
| 1Y | -14.2% | +44.2% | -58.4% | -37.9% |
| 3Y | +398.7% | +159.8% | +238.9% | +143.1% |
| 5Y | +11.1% | +177.1% | -166.0% | -51.8% |
| All | +11.1% | +184.3% | -173.1% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling