+752.3%
PLTR vs USFD
+156.3%
+596.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +4.7% | +1.7% | +3.1% | +4.2% |
| 30D | -16.4% | +10.2% | -26.6% | -19.5% |
| 3M | -6.2% | -1.5% | -4.7% | -5.7% |
| 6M | +29.2% | +27.3% | +1.8% | +15.3% |
| YTD | -5.5% | +44.0% | -49.5% | -26.5% |
| 1Y | -2.4% | +50.4% | -52.8% | -26.9% |
| 3Y | +752.3% | +153.6% | +598.7% | +388.1% |
| All | +752.3% | +156.3% | +596.0% | +388.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling