+1,046.2%
PLTR vs USFD
+156.9%
+889.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -6.4% | -3.0% | -3.4% | -5.2% |
| 30D | +10.0% | +3.5% | +6.5% | +8.3% |
| 3M | +23.0% | +26.6% | -3.5% | +9.2% |
| 6M | +13.8% | +11.7% | +2.1% | +6.8% |
| YTD | -1.9% | +38.1% | -40.1% | -23.0% |
| 1Y | +11.6% | +33.4% | -21.7% | -10.5% |
| All | +1,046.2% | +156.9% | +889.3% | +467.2% |
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