+15.2%
PLD vs USFD
+215.8%
-200.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -2.4% | -3.0% | +0.6% | -1.5% |
| 30D | -2.4% | +3.5% | -6.0% | -3.6% |
| 3M | -3.8% | +26.6% | -30.4% | -11.0% |
| 6M | 0.0% | +11.7% | -11.7% | -4.0% |
| YTD | +9.2% | +38.1% | -28.9% | -3.3% |
| 1Y | +25.9% | +33.4% | -7.5% | +12.6% |
| 3Y | +21.3% | +155.8% | -134.5% | -14.6% |
| All | +15.2% | +215.8% | -200.6% | -27.1% |
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