+826.1%
PLTR vs USFD
+167.5%
+658.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.4% |
| 7D | -5.1% | +3.9% | -9.0% | -6.4% |
| 30D | -19.1% | +12.8% | -31.9% | -22.9% |
| 3M | -1.6% | +1.0% | -2.6% | -2.1% |
| 6M | +22.8% | +30.3% | -7.5% | +8.2% |
| YTD | -4.8% | +46.0% | -50.8% | -26.7% |
| 1Y | -4.9% | +49.6% | -54.5% | -28.5% |
| 3Y | +826.1% | +166.3% | +659.8% | +361.5% |
| All | +826.1% | +167.5% | +658.6% | +361.5% |
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