+229.6%
PM vs USFD
+369.7%
-140.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -5.2% | +3.0% | -8.2% | -5.8% |
| 30D | +2.7% | +11.1% | -8.4% | +0.5% |
| 3M | +5.2% | -0.3% | +5.5% | +5.1% |
| 6M | +17.0% | +15.9% | +1.1% | +13.2% |
| YTD | +25.5% | +41.6% | -16.1% | +16.6% |
| 1Y | +35.5% | +49.4% | -13.9% | +24.4% |
| 3Y | +143.9% | +157.8% | -13.9% | +98.9% |
| 5Y | +161.8% | +176.6% | -14.8% | +106.6% |
| All | +229.6% | +369.7% | -140.1% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling