+267.4%
PLD vs USFD
+369.2%
-101.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.8% | +8.4% | -7.6% | -1.0% |
| 30D | +0.5% | +12.7% | -12.3% | -2.3% |
| 3M | -5.5% | +1.1% | -6.6% | -5.9% |
| 6M | -8.3% | +30.2% | -38.5% | -13.9% |
| YTD | +4.3% | +45.8% | -41.5% | -5.1% |
| 1Y | +7.4% | +51.9% | -44.5% | -3.2% |
| 3Y | +37.1% | +158.5% | -121.4% | +9.3% |
| 5Y | +1.3% | +208.0% | -206.7% | -23.3% |
| 10Y | +267.4% | +376.6% | -109.2% | +156.6% |
| All | +267.4% | +369.2% | -101.8% | +156.6% |
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