+276.4%
PLD vs USFD
+353.3%
-76.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.5% | -6.7% | -0.1% |
| 7D | +4.9% | +7.8% | -2.9% | +3.1% |
| 30D | +2.6% | +16.2% | -13.6% | -0.9% |
| 3M | -4.8% | +11.0% | -15.8% | -7.2% |
| 6M | -3.9% | +20.7% | -24.6% | -8.3% |
| YTD | +5.3% | +46.0% | -40.6% | -4.2% |
| 1Y | +9.3% | +49.8% | -40.5% | -1.4% |
| 3Y | +35.8% | +167.3% | -131.5% | +7.3% |
| 5Y | +2.9% | +197.2% | -194.3% | -21.7% |
| 10Y | +253.4% | +389.9% | -136.4% | +132.2% |
| All | +276.4% | +353.3% | -76.9% | +151.9% |
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