+765.0%
PLTR vs USFD
+159.2%
+605.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | -12.9% | +3.0% | -15.8% | -13.9% |
| 30D | -17.4% | +11.1% | -28.4% | -20.9% |
| 3M | +2.9% | -0.3% | +3.1% | +2.8% |
| 6M | +19.9% | +15.9% | +4.0% | +11.4% |
| YTD | -9.8% | +41.6% | -51.4% | -29.8% |
| 1Y | -8.4% | +49.4% | -57.8% | -32.0% |
| 3Y | +765.0% | +157.8% | +607.2% | +340.8% |
| All | +765.0% | +159.2% | +605.8% | +340.8% |
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