+231.7%
PLD vs USFD
+369.7%
-138.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.8% | +3.0% | -3.8% | -1.5% |
| 30D | -0.3% | +11.1% | -11.3% | -2.7% |
| 3M | -8.0% | -0.3% | -7.7% | -8.1% |
| 6M | -9.8% | +15.9% | -25.7% | -13.1% |
| YTD | +1.8% | +41.6% | -39.8% | -6.8% |
| 1Y | +5.6% | +49.4% | -43.8% | -4.6% |
| 3Y | +33.3% | +157.8% | -124.6% | +6.3% |
| 5Y | +0.3% | +176.6% | -176.4% | -22.6% |
| All | +231.7% | +369.7% | -138.0% | +124.4% |
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