+290.5%
PLD vs USFD
+329.0%
-38.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | -2.4% | +3.5% | -6.0% | -3.3% |
| 3M | -3.8% | +26.6% | -30.4% | -8.9% |
| 6M | 0.0% | +11.7% | -11.7% | -2.8% |
| YTD | +9.2% | +38.1% | -28.9% | +0.7% |
| 1Y | +25.9% | +33.4% | -7.5% | +16.9% |
| 3Y | +21.3% | +155.8% | -134.5% | -3.0% |
| 5Y | +14.1% | +214.0% | -199.9% | -13.9% |
| 10Y | +237.9% | +320.4% | -82.5% | +129.0% |
| All | +290.5% | +329.0% | -38.6% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling