+82.3%
PL vs USFD
+215.8%
-133.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -9.3% | -3.0% | -6.3% | -7.6% |
| 30D | -18.9% | +3.5% | -22.5% | -20.9% |
| 3M | -58.4% | +26.6% | -84.9% | -65.1% |
| 6M | -30.3% | +11.7% | -42.0% | -36.7% |
| YTD | -8.1% | +38.1% | -46.2% | -30.0% |
| 1Y | +180.5% | +33.4% | +147.1% | +120.1% |
| 3Y | +444.1% | +155.8% | +288.3% | +180.1% |
| All | +82.3% | +215.8% | -133.6% | -17.5% |
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